A Convenient Way to Characterize Equivalent Martingale Measures in Incomplete Markets
| Year of publication: |
1999
|
|---|---|
| Authors: | Melenberg, Bertrand ; Werker, Bas |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 2.1999, 1, p. 11-30
|
| Publisher: |
Springer |
| Subject: | continuous time finance | derivatives pricing | idiosyncratic risk | stochastic volatility |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005615998