搜索结果: 1-1 共查到“数学 incomplete financial markets”相关记录1条 . 查询时间(0.109 秒)
Minimal Martingale Measures for Discrete-time Incomplete Financial Markets
Minimal martingale measures incomplete financial markets
2007/12/11
In this note, we give a characterization of the minimal martingale measure for a general discrete-time incomplete financial market. Then we concretely work out the minimal martingale measure for a spe...