q-Optimal Martingale Measures for Discrete Time Models

Takuji Arai () and Muneki Kawaguchi ()

Asia-Pacific Financial Markets, 2008, vol. 15, issue 3, 155-173

Keywords: Incomplete market; Martingale measure; q-optimal martingale measure (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/s10690-008-9076-y

Asia-Pacific Financial Markets is currently edited by Jiro Akahori

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