Martingale densities for general asset prices (Q1199742): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 02:30, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Martingale densities for general asset prices |
scientific article |
Statements
Martingale densities for general asset prices (English)
0 references
16 January 1993
0 references
asset prices in continuous time
0 references
martingale density
0 references