On the Existence of Minimax Martingale Measures (Q4548067)
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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)
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19 September 2002
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Martingale measure
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incomplete market
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viability
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duality
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relative entropy
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