On the Existence of Minimax Martingale Measures (Q4548067): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q261910 |
||
| Property / author | |||
| Property / author: Marco Frittelli / rank | |||
Revision as of 05:50, 12 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
