مرکز منطقه ای اطلاع رساني علوم و فناوري - A minimality property of the minimal martingale measure

Title of article :

A minimality property of the minimal martingale measure

Author/Authors :

Martin Schweizer، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 1999

Pages :

From page :

To page :

Keywords :

Minimal martingale measure , Equivalent martingale measures , Relative entropy

Journal title :

Statistics and Probability Letters

Serial Year :

1999

Journal title :

Statistics and Probability Letters

Record number :

139065

Link To Document :