On equivalent martingale measures with bounded densities

Yuri Kabanov; Christophe Stricker

Séminaire de probabilités de Strasbourg (2001)

  • Volume: 35, page 139-148

How to cite


Kabanov, Yuri, and Stricker, Christophe. "On equivalent martingale measures with bounded densities." Séminaire de probabilités de Strasbourg 35 (2001): 139-148. <http://eudml.org/doc/114054>.

author = {Kabanov, Yuri, Stricker, Christophe},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {martingale measures; distance on measure spaces},
language = {eng},
pages = {139-148},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On equivalent martingale measures with bounded densities},
url = {http://eudml.org/doc/114054},
volume = {35},
year = {2001},

AU - Kabanov, Yuri
AU - Stricker, Christophe
TI - On equivalent martingale measures with bounded densities
JO - Séminaire de probabilités de Strasbourg
PY - 2001
PB - Springer - Lecture Notes in Mathematics
VL - 35
SP - 139
EP - 148
LA - eng
KW - martingale measures; distance on measure spaces
UR - http://eudml.org/doc/114054
ER -


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