Journal of Applied Mathematics and Decision Sciences
Volume 2006 (2006), Article ID 74864, 7 pages
doi:10.1155/JAMDS/2006/74864
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.