• Title of article

    The p-optimal martingale measure in continuous trading models

  • Author/Authors

    Takuji Arai، نويسنده ,

  • Issue Information
    فصلنامه با شماره پیاپی سال 2001
  • Pages
    7
  • From page
    93
  • To page
    99
  • Keywords
    Minimal martingale measure , Incomplete market , equivalent martingale measure , p-Optimal martingale measure
  • Journal title
    Statistics and Probability Letters
  • Serial Year
    2001
  • Journal title
    Statistics and Probability Letters
  • Record number

    139668

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=139668