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Latest revision as of 02:03, 28 December 2024

scientific article; zbMATH DE number 2190901
  • A NOTE ON ASSET BUBBLES IN CONTINUOUS-TIME
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English
Semilattices, canonical embeddings and representing measures
scientific article; zbMATH DE number 2190901
  • A NOTE ON ASSET BUBBLES IN CONTINUOUS-TIME

Statements

Semilattices, canonical embeddings and representing measures (English)
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A NOTE ON ASSET BUBBLES IN CONTINUOUS-TIME (English)
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8 July 2020
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3 August 2005
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lattice
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modular set functions
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extension of measures
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non-additive integral
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Bubbles
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arbitrage
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finitely additive measures
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fundamental theorem of asset pricing
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martingales
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