An approximation pricing algorithm in an incomplete market: A differential geometric approach

10.1007/s00780-004-0128-5

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Bibliographic Details
Main Authors:	Gao, Y., Lim, K.G., Ng, K.H.
Other Authors:	MATHEMATICS
Format:	Article
Published:	2014
Subjects:	Asset pricing Cross entropy Incomplete markets Riemannian manifold
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/102821
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Institution:	National University of Singapore

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