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Property / full work available at URL: https://doi.org/10.1080/14697680600668071 / rank
 
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Latest revision as of 19:28, 24 June 2024

scientific article; zbMATH DE number 5047894
Language Label Description Also known as
English
Expensive martingales
scientific article; zbMATH DE number 5047894

    Statements

    title
    Expensive martingales (English)
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    author
    Hans Buehler
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    publication date
    21 August 2006
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    zbMATH DE Number
    5047894
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    zbMATH Keywords
    marginal distribution
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    transition kernel
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    forward start options
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    arbitrage
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    OpenAlex ID
    W4256347648
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