Minimal Hellinger martingale measures of order q
Year of publication: |
2007
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Authors: | Choulli, Tahir ; Stricker, Christophe ; Li, Jai |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 11.2007, 3, p. 399-427
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Subject: | Martingal | Martingale | Eigeninteresse | Self-interest | Unvollkommener Markt | Incomplete market | CAPM | Theorie | Theory |
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