"Equivalent martingale measures for large financial markets in discrete time."

Miklós Rásonyi (2003)

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DOI: 10.1007/S001860300306

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type: Journal Article

metadata version: 2020-03-03

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Miklós Rásonyi:
Equivalent martingale measures for large financial markets in discrete time. Math. Methods Oper. Res. 58(3): 401-415 (2003)

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