O. V. Shataev, “Minimization with respect to entropy in the problem of finding a martingale measure”, Uspekhi Mat. Nauk, 2000, Volume 55, Issue 5(335),Pages <nobr>183

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Uspekhi Mat. Nauk, 2000 Volume 55, Issue 5(335), Pages 183–184 (Mi rm330)

In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society

Minimization with respect to entropy in the problem of finding a martingale measure

O. V. Shataev

MSC: 60E99, 91B70

Accepted: 07.09.2000

DOI: 10.4213/rm330

Fulltext: PDF file (220 kB)
References

English version: Russian Mathematical Surveys, 2000, 55:5, 1000–1002

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