Equivalent martingale measures for large financial markets in discrete time
type: Item
instance of: scholarly article
title: Equivalent martingale measures for large financial markets in discrete time
zbMATH Open document ID: 1068.91037
author: Miklós Rásonyi
published in: Mathematical Methods of Operations Research
publication date: 2004-09-22T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 60G44
zbMATH DE Number: 2101607
zbMATH Keywords: APM
zbMATH Keywords: asymptotic arbitrage
zbMATH Keywords: stable random variables
MaRDI profile type: Publication
full work available at URL: s001860300306
OpenAlex ID: W2002248160
DOI: 10.1007/S001860300306
description: scientific article; zbMATH DE number 2101607