Application of Moore-Penrose inverse in deciding the minimal martingale measure
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Publication:601957
DOI10.1007/s10255-010-0030-1zbMath1213.91176OpenAlexW1977422463MaRDI QIDQ601957
Xiang-Qun Yang, Gang Yang, Luo Gen Yao
Publication date: 29 October 2010
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-010-0030-1
Cites Work
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