Martingale Pricing and Single Index Models: Unified Approach with Esscher and Minimal Relative Entropy Measures.

MLA

Xanthopoulos, Stylianos. “Martingale Pricing and Single Index Models: Unified Approach with Esscher and Minimal Relative Entropy Measures.” Journal of Risk & Financial Management, vol. 17, no. 10, Oct. 2024, p. 446. EBSCOhost, https://doi.org/10.3390/jrfm17100446.

APA

Xanthopoulos, S. (2024). Martingale Pricing and Single Index Models: Unified Approach with Esscher and Minimal Relative Entropy Measures. Journal of Risk & Financial Management, 17(10), 446. https://doi.org/10.3390/jrfm17100446

Chicago

Xanthopoulos, Stylianos. 2024. “Martingale Pricing and Single Index Models: Unified Approach with Esscher and Minimal Relative Entropy Measures.” Journal of Risk & Financial Management 17 (10): 446. doi:10.3390/jrfm17100446.