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Russian Mathematical Surveys, 2000, Volume 55, Issue 5, Pages 1000–1002
DOI: https://doi.org/10.1070/rm2000v055n05ABEH000330
(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
References:
Accepted: 07.09.2000
Russian version:
Uspekhi Matematicheskikh Nauk, 2000, Volume 55, Issue 5(335), Pages 183–184
DOI: https://doi.org/10.4213/rm330
Bibliographic databases:
Document Type: Article
MSC: 60E99, 91B70
Language: English
Original paper language: Russian
Citation: O. V. Shataev, “Minimization with respect to entropy in the problem of finding a martingale measure”, Uspekhi Mat. Nauk, 55:5(335) (2000), 183–184; Russian Math. Surveys, 55:5 (2000), 1000–1002
Citation in format AMSBIB
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\paper Minimization with respect to entropy in the problem of finding a~martingale measure
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\issue 5(335)
\pages 183--184
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\pages 1000--1002
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\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-0034549203}
Linking options:
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  • https://doi.org/10.1070/rm2000v055n05ABEH000330
  • https://www.mathnet.ru/eng/rm/v55/i5/p183
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    Abstract page:446
    Russian version PDF:202
    English version PDF:20
    References:63
    First page:1
     
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