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~person:"Rásonyi, Miklós"
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Rásonyi, Miklós
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Equivalent
martingale
measures
for large financial markets in discrete time
Rásonyi, Miklós
- In:
Mathematical Methods of Operations Research
58
(
2003
)
3
,
pp. 401-415
equivalent to the existence of
martingale
measures
in a strong sense. We also consider the Arbitrage Pricing Model with stable …
Persistent link: https://www.econbiz.de/10010999912
Saved in:
2
Equivalent
martingale
measures
for large financial markets in discrete time
Rásonyi, Miklós
- In:
Computational Statistics
58
(
2003
)
3
,
pp. 401-415
equivalent to the existence of
martingale
measures
in a strong sense. We also consider the Arbitrage Pricing Model with stable …
Persistent link: https://www.econbiz.de/10010759500
Saved in:
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