Local martingales in discrete time (Q1748587): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1701.04025 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Equivalent martingale measures and no-arbitrage in stochastic securities market models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The mathematics of arbitrage / rank
 
Normal rank
Property / cites work
 
Property / cites work: In discrete time a local martingale is a martingale under an equivalent probability measure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markets with transaction costs. Mathematical theory. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2725601 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingales and stochastic integrals. I / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local and True Martingales in Discrete Time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Equivalent martingale measures and no-arbitrage / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time / rank
 
Normal rank
Property / cites work
 
Property / cites work: MARTINGALE MEASURES FOR DISCRETE‐TIME PROCESSES WITH INFINITE HORIZON / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4746556 / rank
 
Normal rank

Latest revision as of 14:38, 15 July 2024

scientific article
Language Label Description Also known as
English
Local martingales in discrete time
scientific article

    Statements

    Identifiers