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APPROXIMATE COMPLETENESS WITH MULTIPLE MARTINGALE MEASURES - MaRDI portal

APPROXIMATE COMPLETENESS WITH MULTIPLE MARTINGALE MEASURES

From MaRDI portal
Publication:3125788

DOI10.1111/j.1467-9965.1995.tb00098.xzbMath0872.60032OpenAlexW2096489321MaRDI QIDQ3125788

Philippe Artzner, David C. Heath

Publication date: 1 October 1997

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9965.1995.tb00098.x



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