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On the existence of equivalent local martingale measures

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dc.contributor.authorMcBeth, D.en_US
dc.date.accessioned2007-11-09T20:07:04Z
dc.date.available2007-11-09T20:07:04Z
dc.date.issued1991-08en_US
dc.description.abstractThis paper published in "SIAM Journal on Optimization" 5 (1995), 247-268en_US
dc.format.extent4010742 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.citation980en_US
dc.identifier.urihttps://hdl.handle.net/1813/8865
dc.language.isoen_USen_US
dc.publisherCornell University Operations Research and Industrial Engineeringen_US
dc.subjectOperations Researchen_US
dc.subjectIndustrial Engineeringen_US
dc.subjecttechnical reporten_US
dc.titleOn the existence of equivalent local martingale measuresen_US
dc.typetechnical reporten_US

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