Work

A Unified Characterization of 𝑞-Optimal and Minimal Entropy Martingale Measures by Semimartingale Backward Equations

Year: 2003

Type: article

Source: Georgian Mathematical Journal

DOI: 10.1515/gmj.2003.289

Authors: M. Mania, R. Tevzadze

Institution: Georgian National Academy of Sciences

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2278447906

FWCI:

Cites: 26

Cited by: 23

Related to: 10