Convergence in incomplete market models
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Publication:1583627
DOI10.1214/EJP.v5-71zbMath0961.60054MaRDI QIDQ1583627
P. Ekkehard Kopp, Volker Wellmann
Publication date: 9 January 2001
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/120952
nonstandard analysis; incomplete markets; risk minimization; minimal martingale measure; \(D^2\)-convergence