A minimality property of the minimal martingale measure (Q1962144)
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scientific article; zbMATH DE number 1395103
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A minimality property of the minimal martingale measure |
scientific article; zbMATH DE number 1395103 |
Statements
A minimality property of the minimal martingale measure (English)
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14 May 2002
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minimal martingale measure
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relative entropy
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equivalent martingale measures
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