The Minimal Entropy Martingale Measure in a market of traded financial and actuarial risks

Jan Dhaene, Ben Stassen, Pierre Devolder and Michel Vellekoop

No 2014055, LIDAM Discussion Papers ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2014-01-01
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Working Paper: The minimal entropy martingale measure in a market of traded financial and actuarial risks (2015)
Working Paper: The Minimal Entropy Martingale Measure in a Market of Traded Financial and Actuarial Risks (2014)
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