A New Way to Characterize Equivalent Martingale Measures in Incomplete Markets

Research output: Book/ReportReport

Original languageEnglish
Place of PublicationBrussels
PublisherInstitut de Statistique - University of Brussels
Number of pages19
Publication statusPublished - 1997

Publication series

NamePreprints Institut de Statistique Universite Libre de Bruxel
No.9752

Cite this

Melenberg, B., & Werker, B. J. M. (1997). A New Way to Characterize Equivalent Martingale Measures in Incomplete Markets. (Preprints Institut de Statistique Universite Libre de Bruxel; No. 9752). Brussels: Institut de Statistique - University of Brussels.
Melenberg, B. ; Werker, B.J.M. / A New Way to Characterize Equivalent Martingale Measures in Incomplete Markets. Brussels : Institut de Statistique - University of Brussels, 1997. 19 p. (Preprints Institut de Statistique Universite Libre de Bruxel; 9752).
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Melenberg, B & Werker, BJM 1997, A New Way to Characterize Equivalent Martingale Measures in Incomplete Markets. Preprints Institut de Statistique Universite Libre de Bruxel, no. 9752, Institut de Statistique - University of Brussels, Brussels.

A New Way to Characterize Equivalent Martingale Measures in Incomplete Markets. / Melenberg, B.; Werker, B.J.M.

Brussels : Institut de Statistique - University of Brussels, 1997. 19 p. (Preprints Institut de Statistique Universite Libre de Bruxel; No. 9752).

Research output: Book/ReportReport

TY - BOOK

T1 - A New Way to Characterize Equivalent Martingale Measures in Incomplete Markets

AU - Melenberg, B.

AU - Werker, B.J.M.

N1 - Pagination: 19

PY - 1997

Y1 - 1997

M3 - Report

T3 - Preprints Institut de Statistique Universite Libre de Bruxel

BT - A New Way to Characterize Equivalent Martingale Measures in Incomplete Markets

PB - Institut de Statistique - University of Brussels

CY - Brussels

ER -

Melenberg B, Werker BJM. A New Way to Characterize Equivalent Martingale Measures in Incomplete Markets. Brussels: Institut de Statistique - University of Brussels, 1997. 19 p. (Preprints Institut de Statistique Universite Libre de Bruxel; 9752).