The relations between minimal martingale measure and minimal entropy martingale measure (Q1415432)
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scientific article; zbMATH DE number 2012849
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The relations between minimal martingale measure and minimal entropy martingale measure |
scientific article; zbMATH DE number 2012849 |
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The relations between minimal martingale measure and minimal entropy martingale measure (English)
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4 December 2003
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incomplete markets
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predictable representation property
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