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BibTeX entry
@Article{Monoyios:2007:MEM,
author = "Michael Monoyios",
title = "The minimal entropy measure and an {Esscher} transform
in an incomplete market model",
journal = j-STAT-PROB-LETT,
volume = "77",
number = "11",
pages = "1070--1076",
day = "15",
month = jun,
year = "2007",
CODEN = "SPLTDC",
ISSN = "0167-7152 (print), 1879-2103 (electronic)",
ISSN-L = "0167-7152",
bibdate = "Sun Jun 1 11:17:31 MDT 2014",
bibsource = "http://www.math.utah.edu/pub/tex/bib/statproblett2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0167715207000430",
acknowledgement = ack-nhfb,
fjournal = "Statistics \& Probability Letters",
journal-URL = "http://www.sciencedirect.com/science/journal/01677152",
}
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