Application of Moore-Penrose Inverse in Deciding the Minimal Martingale Measure

Luo-gen Yao, Gang Yang, Xiang-qun Yang

Acta Mathematicae Applicatae Sinica(English Series) ›› 2010, Vol. 26 ›› Issue (4) : 653-660.

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Acta Mathematicae Applicatae Sinica(English Series) ›› 2010, Vol. 26 ›› Issue (4) : 653-660. DOI: 10.1007/s10255-010-0030-1
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Application of Moore-Penrose Inverse in Deciding the Minimal Martingale Measure

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica(English Series), 2010, 26(4): 653-660 https://doi.org/10.1007/s10255-010-0030-1

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