Information Differential Geometry of Equivalent Martingale Measures in an Incomplete Market

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Main Authors: Yuan, Gao, LIM, Kian Guan, Ng, Kah Hwa
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2002
Subjects:
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/1938
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Institution: Singapore Management University
Language: English
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spelling 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
institution Singapore Management University
building SMU Libraries
continent Asia
country Singapore
Singapore
content_provider SMU Libraries
collection InK@SMU
language English
topic Finance and Financial Management
Portfolio and Security Analysis
spellingShingle 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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