\(q\)-optimal martingale measures for discrete time models (Q842819): Difference between revisions

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Revision as of 01:13, 20 March 2024

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\(q\)-optimal martingale measures for discrete time models
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    \(q\)-optimal martingale measures for discrete time models (English)
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    25 September 2009
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    incomplete market
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    martingale measure
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    \(q\)-optimal martingale measure
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