Geodesic
Minimization with respect to entropy in the problem of finding a~martingale measure
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 55 (2000) no. 5, pp. 1000-1002

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     author = {O. V. Shataev},
     title = {Minimization with respect to entropy in the problem of finding a~martingale measure},
     journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
     pages = {1000--1002},
     publisher = {mathdoc},
     volume = {55},
     number = {5},
     year = {2000},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/RM_2000_55_5_a8/}
}
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O. V. Shataev. Minimization with respect to entropy in the problem of finding a~martingale measure. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 55 (2000) no. 5, pp. 1000-1002. http://geodesic.mathdoc.fr/item/RM_2000_55_5_a8/