Application of Moore-Penrose inverse in deciding the minimal martingale measure
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Publication:601957
DOI10.1007/S10255-010-0030-1zbMATH Open1213.91176OpenAlexW1977422463MaRDI QIDQ601957FDOQ601957
Authors: Gang Yang, Xiangqun Yang, Luogen 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
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- A minimality property of the minimal martingale measure
- On correlation calculus for multivariate martingales
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