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
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