On the Existence of Minimax Martingale Measures (Q4548067): Difference between revisions
From MaRDI portal
Latest revision as of 14:14, 4 June 2024
scientific article; zbMATH DE number 1786776
Language | Label | Description | Also known as |
---|---|---|---|
English | On the Existence of Minimax Martingale Measures |
scientific article; zbMATH DE number 1786776 |
Statements
On the Existence of Minimax Martingale Measures (English)
0 references
19 September 2002
0 references
Martingale measure
0 references
incomplete market
0 references
viability
0 references
duality
0 references
relative entropy
0 references
0 references
0 references