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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
English version PDF (115 kB) Russian version article
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DOI: https://doi.org/10.1070/rm2000v055n05ABEH000330
Accepted: 07.09.2000
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”, Russian Math. Surveys, 55:5 (2000), 1000–1002
Citation in format AMSBIB
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\by O.~V.~Shataev
\paper Minimization with respect to entropy in the problem of finding a~martingale measure
\jour Russian Math. Surveys
\yr 2000
\vol 55
\issue 5
\pages 1000--1002
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\crossref{https://doi.org/10.1070/rm2000v055n05ABEH000330}
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\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-0034549203}
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    Russian version PDF:202
    English version PDF:22
    References:64
    First page:1
     
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