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 = {MDPI},

isbn = {1911-8074},

keywords = { C51 , value-at-risk , kernel biased , C13 , asymptotic hedging error , esscher transform , generalised jump , maximum entropy density , G13 , expected shortfall },

year = {2021},

abstract = {Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen.},

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