A unifying view on some problems in probability and statistics

Articolo

Data di Pubblicazione:

2014

Tipologia CRIS:

1.1 Articolo in rivista

Keywords:

Equivalent martingale measure; Equivalent probability measure with given marginals; Finitely additive probability measure; Fundamental theorem of asset pricing

Elenco autori:

Berti, P.; Pratelli, L.; Rigo, Pietro

Link alla scheda completa:

https://iris.unipv.it/handle/11571/875034

Pubblicato in:

STATISTICAL METHODS & APPLICATIONS

Journal