Martingale measures in the market with restricted information.
Yang, Jianqi ; Yan, Haifeng ; Liu, Limin
Journal of Applied Mathematics and Decision Sciences, Tome 2006 (2006), / Harvested from The Electronic Library of Mathematics
Publié le : 2006-01-01
DOI : https://doi.org/10.1155/JAMDS/2006/74864
EUDML-ID : urn:eudml:doc:129298
@article{05131026,
     title = {Martingale measures in the market with restricted information.},
     journal = {Journal of Applied Mathematics and Decision Sciences},
     volume = {2006},
     year = {2006},
     doi = {10.1155/JAMDS/2006/74864},
     zbl = {1147.91334},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05131026}
}
Yang, Jianqi; Yan, Haifeng; Liu, Limin. Martingale measures in the market with restricted information.. Journal of Applied Mathematics and Decision Sciences, Tome 2006 (2006) . doi : 10.1155/JAMDS/2006/74864. http://gdmltest.u-ga.fr/item/05131026/