A New Way to Characterize Equivalent Martingale Measures in Incomplete Markets

Research output: Book/Report › Report

Original language	English
Place of Publication	Brussels
Publisher	Institut de Statistique - University of Brussels
Number of pages	19
Publication status	Published - 1997

Name	Preprints Institut de Statistique Universite Libre de Bruxel
No.	9752

Cite this

@book{0584692259a1439796f461d0325cfc15,

title = "A New Way to Characterize Equivalent Martingale Measures in Incomplete Markets",

author = "B. Melenberg and B.J.M. Werker",

note = "Pagination: 19",

year = "1997",

language = "English",

series = "Preprints Institut de Statistique Universite Libre de Bruxel",

publisher = "Institut de Statistique - University of Brussels",

number = "9752",

}

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 -