A minimality property of the minimal martingale measure (Q1962144)

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A minimality property of the minimal martingale measure
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    Statements

    title
    A minimality property of the minimal martingale measure (English)
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    author
    Martin Schweizer
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    publication date
    14 May 2002
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    zbMATH Keywords
    minimal martingale measure
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    relative entropy
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    equivalent martingale measures
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    Identifiers

    zbMATH DE Number
    1395103
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    OpenAlex ID
    W2045697620
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    Wikidata QID
    Q127942794
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