Martingale Measures For A Class of Right‐Continuous Processes (Q4371999): Difference between revisions
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| Property / cites work: Equivalent martingale measures and no-arbitrage in stochastic securities market models / rank | |||
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| Property / cites work: Multiperiod security markets with differential information / rank | |||
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| Property / cites work: Arbitrage and equilibrium in economies with infinitely many commodities / rank | |||
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Latest revision as of 09:15, 28 May 2024
scientific article; zbMATH DE number 1106686
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale Measures For A Class of Right‐Continuous Processes |
scientific article; zbMATH DE number 1106686 |
Statements
Martingale Measures For A Class of Right‐Continuous Processes (English)
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5 April 1998
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adapted, right-continuous processes
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existence of a martingale measure
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securities market
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existence of free lunch
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