scientific article; zbMATH DE number 5734229

MaRDI QIDQ3573971zbMATH OpenFDO

Authors Hui Ou, Luogen Yao, Xiangqun Yang

Publication date 8 July 2010

zbMATH Keywords

diffusion modelequivalent martingale measuresMoore-Penrose inverse

Mathematics Subject Classification ID

Stochastic matrices (15B51) Random operators and equations (aspects of stochastic analysis) (60H25)

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Cited in

(1)

• Application of Moore-Penrose inverse in deciding the minimal martingale measure

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