A convenient way to characterize equivalent Martingale measures in incomplete markets

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	11-30
Number of pages	19
Journal	Statistical Inference for Stochastic Processes
Volume	2
Publication status	Published - 1999

Access to Document

@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",

}