On the Existence of Minimax Martingale Measures (Q4548067): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 10:36, 7 February 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
