Minimal martingale measure on a finite probability space
type: Item
instance of: scholarly article
title: Minimal martingale measure on a finite probability space
zbMATH Open document ID: 1273.91195
DOI: 10.1090/S0094-9000-2012-00852-1
author: Vadym Doroshenko
published in: Theory of Probability and Mathematical Statistics
publication date: 2013-09-17T00:00:00Z
Mathematics Subject Classification ID: 91B25
Mathematics Subject Classification ID: 91B70
Mathematics Subject Classification ID: 60G42
zbMATH DE Number: 6208759
zbMATH Keywords: minimal martingale measure
zbMATH Keywords: financial market with discrete time
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 6208759