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The Minimal Entropy Martingale Measure in a Market of Traded Financial and Actuarial Risks

SSRN Electronic Journal
doi 10.2139/ssrn.2489055
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Abstract

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Date

January 1, 2014

Authors
Jan DhaeneBen StassenPierre DevolderMichel H. Vellekoop
Publisher

Elsevier BV


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