Martingale measures in the market with restricted information (Q868406)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Martingale measures in the market with restricted information |
scientific article; zbMATH DE number 5131026
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale measures in the market with restricted information |
scientific article; zbMATH DE number 5131026 |
Statements
Martingale measures in the market with restricted information (English)
0 references
5 March 2007
0 references
Summary: This paper considers the problem of the market with restricted information. By constructing a restricted information market model, the explicit relation of arbitrage and the minimal martingale measure between two different information markets are discussed. Also a link among all equivalent martingale measures under restricted information market is given.
0 references
