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scientific article; zbMATH DE number 5175797 - MaRDI portal

scientific article; zbMATH DE number 5175797

From MaRDI portal
Publication:5295805

zbMath1121.60311MaRDI QIDQ5295805

Zhenrong Yan, Limin Liu

Publication date: 31 July 2007


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

zbMATH Keywords

minimal martingale measureminimal entropy martingale measurevariance-optimal martingale measures


Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).





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