Optimum values search in a martingale financial market (JNCA) |
|
Volume 5
|
Number 3
|
pp. 349-360
|
|
|
Optimum values search in a martingale financial market |
Jimbo H. C., Bozeman R. E., Djounguela A. and Suzuki T. |
|
|
|
Key words |
Mathematices Subject Classification |
Incomplete market, optimum prices of option, martingale, Escher transform |
|
|
|
|
|
|
|
|
|
Copyright© 2011 Yokohama Publishers |
|