On the Existence of Minimax Martingale Measures (Q4548067): Difference between revisions

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-Marco Frittelli
@@ Property / author: Marco Frittelli / rank @@
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+Marco Frittelli
@@ Property / author: Marco Frittelli / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1111/1467-9965.00001
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@@ Property / OpenAlex ID @@
+W2052493589
@@ Property / OpenAlex ID: W2052493589 / rank @@
+Normal rank
@@ Property / cites work @@
+On the fundamental theorem of asset pricing with an infinite state space
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+Equivalent martingale measures and no-arbitrage in stochastic securities market models
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+Exponential Hedging and Entropic Penalties
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