Convergence in incomplete market models

DOI10.1214/EJP.v5-71zbMath0961.60054OpenAlexW2158705156MaRDI QIDQ1583627

P. Ekkehard Kopp, Volker Wellmann

Publication date: 9 January 2001

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/120952

zbMATH Keywords

nonstandard analysisincomplete marketsrisk minimizationminimal martingale measure\(D^2\)-convergence

Mathematics Subject Classification ID

Stochastic integrals (60H05) Nonstandard measure theory (28E05) Nonstandard analysis (26E35)

This page was built for publication: Convergence in incomplete market models