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Output details

19 - Business and Management Studies

Output 6 of 330 in the submission

Article title

A Counterexample Concerning The Variance-Optimal Martingale Measure

Type

D - Journal article

DOI

Title of journal

Mathematical Finance

Article number

Volume number

Issue number

First page of article

305

ISSN of journal

1467-9965

Year of publication

2008

URL

Number of additional authors

Additional information

Interdisciplinary

Cross-referral requested

Research group

B - Asset Pricing and Financial Econometrics

Proposed double-weighted

Double-weighted statement

Reserve for a double-weighted output

Non-English

English abstract