How non-arbitrage, viability and numéraire portfolio are related (Q889619): Difference between revisions
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Revision as of 18:31, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How non-arbitrage, viability and numéraire portfolio are related |
scientific article |
Statements
How non-arbitrage, viability and numéraire portfolio are related (English)
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9 November 2015
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utility maximization
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numéraire portfolio
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logarithmic utility
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market viability
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martingale densities
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non-arbitrage
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semimartingales
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