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- W2095293845 abstract "This paper considers the problem of the market with restricted information. By constructing a restricted information market model, the explicit relation of arbitrage and the minimal martingale measure between two different information markets are discussed. Also a link among all equivalent martingale measures under restricted information market is given." @default.
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- W2095293845 date "2006-07-03" @default.
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- W2095293845 title "Martingale measures in the market with restricted information" @default.
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- W2095293845 doi "https://doi.org/10.1155/jamds/2006/74864" @default.
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