A Convenient Way to Characterize Equivalent Martingale Measures in Incomplete Markets
Year of publication: |
1999
|
---|---|
Authors: | Melenberg, Bertrand ; Werker, Bas |
Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 2.1999, 1, p. 11-30
|
Publisher: |
Springer |
Subject: | continuous time finance | derivatives pricing | idiosyncratic risk | stochastic volatility |
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