On multi-period market extension with the uniformly equivalent martingale measure (Q5950005)
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scientific article; zbMATH DE number 1679396
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| English | On multi-period market extension with the uniformly equivalent martingale measure |
scientific article; zbMATH DE number 1679396 |
Statements
On multi-period market extension with the uniformly equivalent martingale measure (English)
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8 February 2004
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portfolio
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Martingale measure
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complete market
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monotone linear operators
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König sandwich theorem
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monotone operation extension
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0.7461209297180176
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0.7394648194313049
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0.7321926355361938
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0.7320354580879211
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