Rásonyi, Miklós (2003) Equivalent martingale measures for large financial markets in discrete time. MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 58 (3). pp. 401-415.

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Item Type:	Article
Subjects:	Q Science > QA Mathematics and Computer Science > QA75 Electronic computers. Computer science / számítástechnika, számítógéptudomány
Depositing User:	Eszter Nagy
Date Deposited:	11 Dec 2012 15:11
Last Modified:	11 Dec 2012 15:11
URI:	https://eprints.sztaki.hu/id/eprint/3221

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