Martingale measures in the market with restricted information.
Yang, Jianqi; Yan, Haifeng; Liu, Limin
Journal of Applied Mathematics and Decision Sciences (2006)
- Volume: 2006, Issue: 2, page Article 74864, 7 p.-Article 74864, 7 p.
- ISSN: 2090-3359
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topYang, Jianqi, Yan, Haifeng, and Liu, Limin. "Martingale measures in the market with restricted information.." Journal of Applied Mathematics and Decision Sciences 2006.2 (2006): Article 74864, 7 p.-Article 74864, 7 p.. <http://eudml.org/doc/129298>.
@article{Yang2006,
author = {Yang, Jianqi, Yan, Haifeng, Liu, Limin},
journal = {Journal of Applied Mathematics and Decision Sciences},
language = {eng},
number = {2},
pages = {Article 74864, 7 p.-Article 74864, 7 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {Martingale measures in the market with restricted information.},
url = {http://eudml.org/doc/129298},
volume = {2006},
year = {2006},
}
TY - JOUR
AU - Yang, Jianqi
AU - Yan, Haifeng
AU - Liu, Limin
TI - Martingale measures in the market with restricted information.
JO - Journal of Applied Mathematics and Decision Sciences
PY - 2006
PB - Hindawi Publishing Corporation, New York
VL - 2006
IS - 2
SP - Article 74864, 7 p.
EP - Article 74864, 7 p.
LA - eng
UR - http://eudml.org/doc/129298
ER -
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