Equivalent martingale measures for large financial markets in discrete time.

Miklós Rásonyi

Published in: Math. Methods Oper. Res. (2003)

Keyphrases

financial markets
stock market
stock price
market data
portfolio selection
technical indicators
stock returns
case study
trading rules
risk management
agent based modeling
portfolio theory
object oriented
global economy
expert systems
metadata
information retrieval
databases