Incomplete Markets: A Remark on the Convergence of the Minimal Martingale Measure and Application to the Derivative Assets Pricing

Jean-Luc Prigent

Working Papers from Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.

Keywords: FINANCIAL MARKET; MATHEMATICS; INTERNATIONAL FINANCE (search for similar items in EconPapers)
JEL-codes: D50 D52 G10 G12 (search for similar items in EconPapers)
Pages: pages
Date: 1995
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Persistent link: https://EconPapers.repec.org/RePEc:fth:pnegmi:9526

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