Expensive martingales (Q5484645): Difference between revisions

From MaRDI portal
← Older edit
Import240304020342 (talk | contribs)
4,416,906 edits
Set profile property.
ReferenceBot (talk | contribs)
Bots
1,895,659 edits
‎Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/14697680600668071 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W4256347648 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Moment explosions in stochastic volatility models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Calibrating volatility surfaces via relative-entropy minimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: The fundamental theorem of asset pricing for unbounded stochastic processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingales and stochastic integrals in the theory of continuous trading / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov-Komposition und eine Anwendung auf Martingale. (Markov compositions and an application to martingales) / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Existence of Probability Measures with Given Marginals / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 18:28, 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)
    0 references
    author
    Hans Buehler
    0 references
    publication date
    21 August 2006
    0 references
    zbMATH Keywords
    marginal distribution
    0 references
    transition kernel
    0 references
    forward start options
    0 references
    arbitrage
    0 references

    Identifiers

    zbMATH DE Number
    5047894
    0 references
    OpenAlex ID
    W4256347648
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5484645&oldid=34886495"
    Powered by MediaWiki