✦ LIBER ✦

On the Existence of Minimax Martingale Measures

✍ Scribed by FABIO BELLINI; MARCO FRITTELLI

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A note on the CIR process and the existe

✍ Zhi Jun Guo 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 160 KB

Existence of Equivalent Martingale Measu

✍ Bruno Girotto; Fulvio Ortu 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 637 KB

A note on the existence of unique equiva

✍ Tina Hviid Rydberg 📂 Article 📅 1997 🏛 Springer-Verlag 🌐 English ⚖ 89 KB

On the Existence of Optional Modificatio

✍ Gal'chuk, L. I. 📂 Article 📅 1978 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 185 KB

On the Martingale Measures in Exponentia

✍ Selivanov, A. V. 📂 Article 📅 2005 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 221 KB

The existence of solutions of a martinga

✍ R. Mikulevičius 📂 Article 📅 1977 🏛 Springer 🌐 English ⚖ 636 KB