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