Information Differential Geometry of Equivalent Martingale Measures in an Incomplete Market
Publication Type
Conference Paper
Publication Date
6-2002
Discipline
Finance and Financial Management | Portfolio and Security Analysis
Research Areas
Finance
Publication
2nd World Congress of the Bachelier Finance Society, Crete, Greece, 12-15 June 2002
City or Country
Crete, Greece
Citation
Yuan, Gao; LIM, Kian Guan; and Ng, Kah Hwa.
Information Differential Geometry of Equivalent Martingale Measures in an Incomplete Market. (2002). 2nd World Congress of the Bachelier Finance Society, Crete, Greece, 12-15 June 2002.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/1938
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