Incomplete Markets: Convergence of Options Values under the Minimal Martingale Measure. Prigent, J. Advances in Applied Probability, 31(4):1058–1077, December, 1999. Paper doi bibtex @Article{Prigent:1999:IMC,
author = "Jean-Luc Prigent",
title = "Incomplete Markets: Convergence of Options Values
under the Minimal Martingale Measure",
journal = j-ADV-APPL-PROB,
volume = "31",
number = "4",
pages = "1058--1077",
month = dec,
year = "1999",
CODEN = "AAPBBD",
DOI = "https://doi.org/10.2307/1428344",
ISSN = "0001-8678 (print), 1475-6064 (electronic)",
ISSN-L = "0001-8678",
bibdate = "Sat May 3 07:42:35 MDT 2014",
bibsource = "http://www.jstor.org/stable/i262324;
http://www.math.utah.edu/pub/tex/bib/advapplprob.bib",
URL = "http://www.jstor.org/stable/1428344",
acknowledgement = ack-nhfb,
ajournal = "Adv. Appl. Probab.",
fjournal = "Advances in Applied Probability",
journal-URL = "http://www.jstor.org/journals/00018678.html",
}
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