1999•Asia-Pacific Financial MarketsRequires access

Minimal Entropy Martingale Measures of Jump Type Price Processes in Incomplete Assets Markets

Yoshio Miyahara

Open publisher page 67 citations

Abstract

This record does not include an abstract. Use the full-text link above if available.

About this research paper

What this paper is about

An abstract is not available in the OpenAlex record for this paper.

Why it matters

OpenAlex reports 67 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Key concepts: Martingale (probability theory), Martingale pricing, Mathematics, Local martingale, Mathematical economics, Probability measure, Girsanov theorem, Stochastic differential equation

Back to paper search Browse research topics Original source

Minimal Entropy Martingale Measures of Jump Type Price Processes in Incomplete Assets Markets — Research Paper | ScholarLens