1. 题目:On the existence of minimax martingale measures
作者:Fabio Bellini, Marco Frittelli
期刊:mathematical finance, Vol.12,No.1,pp. 1-21,2002
链接:http://www.blackwell-synergy.com/doi/abs/10.1111/1467-9965.00001
2.题目:Minimax and minimal distance martingale measures and their relationship to portfolio optimization
作者:Thomas Goll, Ludger Rüschendorf
期刊: Finance and stochastics, Vol.5,No.4,pp. 557-581,2001
链接:
http://link.springer.de/link/service/journals/00780/papers/1005004/10050557.pdf
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