| Original language | English |
|---|---|
| Pages (from-to) | 11-30 |
| Number of pages | 19 |
| Journal | Statistical Inference for Stochastic Processes |
| Volume | 2 |
| Publication status | Published - 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 journal › Article › Scientific › peer-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 -