On the Existence of Minimax Martingale Measures (Q4548067)
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scientific article; zbMATH DE number 1786776
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| 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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0.7373629808425903
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0.7302142977714539
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0.7272875905036926
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0.721171498298645
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