Equivalent martingale measures and no-arbitrage in stochastic securities market models (Q3470221): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/17442509008833613 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2078274626 / rank | |||
Normal rank | |||
Latest revision as of 14:28, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equivalent martingale measures and no-arbitrage in stochastic securities market models |
scientific article |
Statements
Equivalent martingale measures and no-arbitrage in stochastic securities market models (English)
0 references
1990
0 references
vector-valued stochastic processes
0 references
martingale
0 references
finite period securities markets
0 references
