On equivalent martingale measures with bounded densities
Kabanov, Yuri ; Stricker, Christophe
Séminaire de probabilités de Strasbourg, Tome 35 (2001), p. 139-148 / Harvested from Numdam
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Publié le : 2001-01-01
@article{SPS_2001__35__139_0,
     author = {Kabanov, Yuri and Stricker, Christophe},
     title = {On equivalent martingale measures with bounded densities},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     volume = {35},
     year = {2001},
     pages = {139-148},
     mrnumber = {1837281},
     zbl = {0980.60073},
     language = {en},
     url = {http://dml.mathdoc.fr/item/SPS_2001__35__139_0}
}

Kabanov, Yuri; Stricker, Christophe. On equivalent martingale measures with bounded densities. Séminaire de probabilités de Strasbourg, Tome 35 (2001) pp. 139-148. http://gdmltest.u-ga.fr/item/SPS_2001__35__139_0/

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