Information Differential Geometry of Equivalent Martingale Measures in an Incomplete Market
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2002
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sg-smu-ink.lkcsb_research-29372010-09-23T12:30:04Z Information Differential Geometry of Equivalent Martingale Measures in an Incomplete Market Yuan, Gao LIM, Kian Guan Ng, Kah Hwa 2002-06-12T07:00:00Z text https://ink.library.smu.edu.sg/lkcsb_research/1938 Research Collection Lee Kong Chian School Of Business eng Institutional Knowledge at Singapore Management University Finance and Financial Management Portfolio and Security Analysis |
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Finance and Financial Management Portfolio and Security Analysis |
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Finance and Financial Management Portfolio and Security Analysis Yuan, Gao LIM, Kian Guan Ng, Kah Hwa Information Differential Geometry of Equivalent Martingale Measures in an Incomplete Market |
format |
text |
author |
Yuan, Gao LIM, Kian Guan Ng, Kah Hwa |
author_facet |
Yuan, Gao LIM, Kian Guan Ng, Kah Hwa |
author_sort |
Yuan, Gao |
title |
Information Differential Geometry of Equivalent Martingale Measures in an Incomplete Market |
title_short |
Information Differential Geometry of Equivalent Martingale Measures in an Incomplete Market |
title_full |
Information Differential Geometry of Equivalent Martingale Measures in an Incomplete Market |
title_fullStr |
Information Differential Geometry of Equivalent Martingale Measures in an Incomplete Market |
title_full_unstemmed |
Information Differential Geometry of Equivalent Martingale Measures in an Incomplete Market |
title_sort |
information differential geometry of equivalent martingale measures in an incomplete market |
publisher |
Institutional Knowledge at Singapore Management University |
publishDate |
2002 |
url |
https://ink.library.smu.edu.sg/lkcsb_research/1938 |
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1770570072138448896 |