How non-arbitrage, viability and numéraire portfolio are related (Q889619): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 17:02, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | How non-arbitrage, viability and numéraire portfolio are related |
scientific article |
Statements
How non-arbitrage, viability and numéraire portfolio are related (English)
0 references
9 November 2015
0 references
utility maximization
0 references
numéraire portfolio
0 references
logarithmic utility
0 references
market viability
0 references
martingale densities
0 references
non-arbitrage
0 references
semimartingales
0 references