1. 题目:incomplete markets:convergence of options values under the minimal martingale measure
作者:Jean-luc Prigent
期刊:advances in applied probability Volume 31, Issue 4, pp. 1058-1077 (1999)
链接:
http://projecteuclid.org/DPubS?verb=Display&version=1.0&service=UI&handle=euclid.aap/1029955260&page=record
2.题目:minimal martingale measures for discrete-time incomplete financial markets
作者:Ping Li, Jian-ming Xia
期刊: Acta mathematicae applicatae sinica, Vol 18, issue 2,pp. 349-352,2002
链接:
http://www.springerlink.com/content/btf49nr6ale5y7yg/
3.题目:The Relations between Minimal Martingale Measure and Minimal Entropy Martingale Measure
作者: Arai T
期刊: Financial Engineering and the Japanese Markets Volume 8, Issue 2, pp. 167-177 (2001)
链接:
http://chinesesites.library.inge ... 355149?crawler=true