TY  - JOUR
AU  - O. V. Shataev
TI  - Minimization with respect to entropy in the problem of finding a~martingale measure
JO  - Trudy Matematicheskogo Instituta imeni V.A. Steklova
PY  - 2000
SP  - 1000
EP  - 1002
VL  - 55
IS  - 5
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/RM_2000_55_5_a8/
LA  - en
ID  - RM_2000_55_5_a8
ER  -