\(q\)-optimal martingale measures for discrete time models (Q842819)
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scientific article; zbMATH DE number 5607577
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| English | \(q\)-optimal martingale measures for discrete time models |
scientific article; zbMATH DE number 5607577 |
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\(q\)-optimal martingale measures for discrete time models (English)
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25 September 2009
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incomplete market
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martingale measure
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\(q\)-optimal martingale measure
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0.92570287
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0.9003944
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0.89560413
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0.8932721
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