A unified characterization of q-optimal and minimal entropy martingale measures by semimartingale backward equations.
Mania, M. ; Tevzadze, R.
Georgian Mathematical Journal, Tome 10 (2003), p. 289-310 / Harvested from The Electronic Library of Mathematics
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Publié le : 2003-01-01
EUDML-ID : urn:eudml:doc:50819 
@article{02062295,
     title = {A unified characterization of },
     journal = {Georgian Mathematical Journal},
     volume = {10},
     year = {2003},
     pages = {289-310},
     zbl = {1040.60058},
     language = {en},
     url = {http://dml.mathdoc.fr/item/02062295}
}

Mania, M.; Tevzadze, R. A unified characterization of . Georgian Mathematical Journal, Tome 10 (2003) pp. 289-310. http://gdmltest.u-ga.fr/item/02062295/