Almost sure characterization of Martingales (Q4849127): Difference between revisions
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| Property / author: Marco Frittelli / rank | |||
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| Property / author: Marco Frittelli / rank | |||
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| Property / full work available at URL: https://doi.org/10.1080/17442509408833919 / rank | |||
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Latest revision as of 20:30, 19 March 2024
scientific article; zbMATH DE number 800434
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Almost sure characterization of Martingales |
scientific article; zbMATH DE number 800434 |
Statements
Almost sure characterization of Martingales (English)
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29 October 1995
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equivalent martingale measure
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free lunch
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asset pricing
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risk-neutral probability measure
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