\(q\)-optimal martingale measures for discrete time models (Q842819)

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\(q\)-optimal martingale measures for discrete time models
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    title
    \(q\)-optimal martingale measures for discrete time models (English)
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    author
    Takuji Arai
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    Muneki Kawaguchi
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    publication date
    25 September 2009
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    zbMATH DE Number
    5607577
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    zbMATH Keywords
    incomplete market
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    martingale measure
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    \(q\)-optimal martingale measure
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