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http://hdl.handle.net/1813/8520
| Title: | A Geometric Approach to Constructing Martingale Measures: The Finite Case |
| Authors: | Taqqu, M.
Willinger, W. |
| Keywords: | Operations Research
Industrial Engineering
technical report |
| Issue Date: | Aug-1984 |
| Publisher: | Cornell University Operations Research and Industrial Engineering |
| Citation: | 635 |
| Abstract: | A Geometric Approach to Constructing Martingale Measures: The Finite Case |
| URI: | http://hdl.handle.net/1813/8520 |
| Appears in Collections: | ORIE Technical Reports
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