Title of article :
Some properties of the variance-optimal martingale measure for discontinuous semimartingales
Author/Authors :
Takuji Arai، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 2005
Keywords :
Variance-optimal martingale measure , Reverse Ho¨ lder inequality , Mean–variance hedging
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters
