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

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+Norbert Christopeit
@@ Property / author: Norbert Christopeit / rank @@
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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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+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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+Calcul stochastique et problèmes de martingales
@@ Property / cites work: Calcul stochastique et problèmes de martingales / rank @@
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@@ Property / cites work: Q4039796 / rank @@
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+Q3763296
@@ Property / cites work: Q3763296 / rank @@
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