On equivalent martingale measures with bounded densities
Séminaire de probabilités de Strasbourg, Tome 35 (2001), pp. 139-148
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@article{SPS_2001__35__139_0, author = {Kabanov, Yuri and Stricker, Christophe}, title = {On equivalent martingale measures with bounded densities}, journal = {S\'eminaire de probabilit\'es de Strasbourg}, pages = {139--148}, publisher = {Springer - Lecture Notes in Mathematics}, volume = {35}, year = {2001}, mrnumber = {1837281}, zbl = {0980.60073}, language = {en}, url = {http://geodesic.mathdoc.fr/item/SPS_2001__35__139_0/} }
TY - JOUR AU - Kabanov, Yuri AU - Stricker, Christophe TI - On equivalent martingale measures with bounded densities JO - Séminaire de probabilités de Strasbourg PY - 2001 SP - 139 EP - 148 VL - 35 PB - Springer - Lecture Notes in Mathematics UR - http://geodesic.mathdoc.fr/item/SPS_2001__35__139_0/ LA - en ID - SPS_2001__35__139_0 ER -
%0 Journal Article %A Kabanov, Yuri %A Stricker, Christophe %T On equivalent martingale measures with bounded densities %J Séminaire de probabilités de Strasbourg %D 2001 %P 139-148 %V 35 %I Springer - Lecture Notes in Mathematics %U http://geodesic.mathdoc.fr/item/SPS_2001__35__139_0/ %G en %F SPS_2001__35__139_0
Kabanov, Yuri; Stricker, Christophe. On equivalent martingale measures with bounded densities. Séminaire de probabilités de Strasbourg, Tome 35 (2001), pp. 139-148. http://geodesic.mathdoc.fr/item/SPS_2001__35__139_0/