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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
Accepted: 07.09.2000
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
Linking options:
https://www.mathnet.ru/eng/rm330https://doi.org/10.1070/rm2000v055n05ABEH000330 https://www.mathnet.ru/eng/rm/v55/i5/p183
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Statistics & downloads: |
Abstract page: | 446 | Russian version PDF: | 202 | English version PDF: | 20 | References: | 63 | First page: | 1 |
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