Markets with asymmetric information and minimal martingale measure (Q2990761)
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scientific article; zbMATH DE number 6613175
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| English | Markets with asymmetric information and minimal martingale measure |
scientific article; zbMATH DE number 6613175 |
Statements
10 August 2016
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asymmetric information
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minimal martingale measure
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no-arbitrage
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local martingale
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0.8276495933532715
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0.8067016005516052
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0.7986428737640381
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0.7826636433601379
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