A convenient way to characterize equivalent Martingale measures in incomplete markets
| Year of publication: |
1999
|
|---|---|
| Authors: | Melenberg, B. ; Werker, B.J.M. |
| Institutions: | Tilburg University, School of Economics and Management |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in Statistical Inference for Stochastic Processes (1999), v.2, p.11-30 |
| Source: |
Persistent link: https://www.econbiz.de/10011089106