A Convenient Way to Characterize Equivalent Martingale Measures in Incomplete Markets

Bertrand Melenberg () and Bas Werker

Statistical Inference for Stochastic Processes, 1999, vol. 2, issue 1, 30 pages

Keywords: continuous time finance; derivatives pricing; idiosyncratic risk; stochastic volatility (search for similar items in EconPapers)
Date: 1999
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DOI: 10.1023/A:1009987124647

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