M6-on minimal market models and minimal martingale measures
Year of publication: |
2010
|
---|---|
Authors: | Hulley, Hardy ; Schweizer, Martin |
Published in: |
Contemporary quantitative finance : essays in honour of Eckhard Platen. - Berlin : Springer, ISBN 978-3-642-03478-7. - 2010, p. 35-51
|
Subject: | CAPM | Martingal | Martingale | Theorie | Theory |
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