Convergence in incomplete market models.

Kopp, P.Ekkehard, and Wellmann, Volker. "Convergence in incomplete market models.." Electronic Journal of Probability [electronic only] 5 (2000): Paper No. 15, 25 p., electronic only-Paper No. 15, 25 p., electronic only. <http://eudml.org/doc/120952>.

@article{Kopp2000,
author = {Kopp, P.Ekkehard, Wellmann, Volker},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {incomplete markets; -convergence; nonstandard analysis; minimal martingale measure; risk minimization; -convergence},
language = {eng},
pages = {Paper No. 15, 25 p., electronic only-Paper No. 15, 25 p., electronic only},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Convergence in incomplete market models.},
url = {http://eudml.org/doc/120952},
volume = {5},
year = {2000},
}

TY - JOUR
AU - Kopp, P.Ekkehard
AU - Wellmann, Volker
TI - Convergence in incomplete market models.
JO - Electronic Journal of Probability [electronic only]
PY - 2000
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 5
SP - Paper No. 15, 25 p., electronic only
EP - Paper No. 15, 25 p., electronic only
LA - eng
KW - incomplete markets; -convergence; nonstandard analysis; minimal martingale measure; risk minimization; -convergence
UR - http://eudml.org/doc/120952
ER -