On the existence and characterization of arbitrage–free measure in contingent claim valuation (Q4286483): Difference between revisions

@@ Property / author @@
-Norbert Christopeit
@@ Property / author: Norbert Christopeit / rank @@
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+Norbert Christopeit
@@ Property / author: Norbert Christopeit / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1080/07362999408809337
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+W2031572341
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+Q3985737
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+Q3969647
@@ Property / cites work: Q3969647 / rank @@
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@@ Property / cites work @@
+Equivalent martingale measures for bridge processes
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@@ Property / cites work @@
+Martingales and arbitrage in multiperiod securities markets
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@@ Property / cites work @@
+Martingales and stochastic integrals in the theory of continuous trading
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@@ Property / cites work @@
+Calcul stochastique et problèmes de martingales
@@ Property / cites work: Calcul stochastique et problèmes de martingales / rank @@
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+Q4039796
@@ Property / cites work: Q4039796 / rank @@
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+Q3763296
@@ Property / cites work: Q3763296 / rank @@
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