A convenient way to characterize equivalent Martingale measures in incomplete markets

Research output: Contribution to journalArticleScientificpeer-review

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Original languageEnglish
Pages (from-to)11-30
Number of pages19
JournalStatistical Inference for Stochastic Processes
Volume2
Publication statusPublished - 1999

Cite this

@article{81b810b38cbc4805b4d8090ddd466565,
title = "A convenient way to characterize equivalent Martingale measures in incomplete markets",
author = "B. Melenberg and B.J.M. Werker",
note = "DP 9619 Pagination: 19",
year = "1999",
language = "English",
volume = "2",
pages = "11--30",
journal = "Statistical Inference for Stochastic Processes",
issn = "1387-0874",
publisher = "Springer Netherlands",

}

A convenient way to characterize equivalent Martingale measures in incomplete markets. / Melenberg, B.; Werker, B.J.M.

In: Statistical Inference for Stochastic Processes, Vol. 2, 1999, p. 11-30.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - A convenient way to characterize equivalent Martingale measures in incomplete markets

AU - Melenberg, B.

AU - Werker, B.J.M.

N1 - DP 9619 Pagination: 19

PY - 1999

Y1 - 1999

M3 - Article

VL - 2

SP - 11

EP - 30

JO - Statistical Inference for Stochastic Processes

JF - Statistical Inference for Stochastic Processes

SN - 1387-0874

ER -