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zbMath1349.91111MaRDI QIDQ2990761

Jianqi Yang

Publication date: 10 August 2016

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

asymmetric information local martingale no-arbitrage minimal martingale measure

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Microeconomic theory (price theory and economic markets) (91B24) Economics of information (91B44)

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