author = { Fard, Farzad Alavi AND Doko Tchatoka, Firmin AND Sriananthakumar, Sivagowry },

title = { Maximum entropy evaluation of asymptotic hedging error under a generalised jump-diffusion model },

publisher = {},

isbn = {1911-8074},

keywords = { expected shortfall , value-at-risk , asymptotic hedging error , esscher transform , generalised jump , kernel biased , maximum entropy density , Aufsatz in Zeitschrift },

year = {2021},

address = { },

url = { http://slubdd.de/katalog?TN_libero_mab2 }