Measure free martingales

DOI10.1007/BF02829844zbMath1063.60057arXivmath/0503099OpenAlexW2037470746MaRDI QIDQ1770026

M. G. Nadkarni, Rajeeva L. Karandikar

Publication date: 5 April 2005

Published in: Proceedings of the Indian Academy of Sciences. Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0503099

zbMATH Keywords

asset pricingmartingaleBoltzmann distribution

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42)

Cites Work

• Linear Statistical Inference and its Applications
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