Equivalent martingale measures and no-arbitrage in stochastic securities market models (Q3470221): Difference between revisions

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Revision as of 11:25, 5 March 2024

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Equivalent martingale measures and no-arbitrage in stochastic securities market models
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    Equivalent martingale measures and no-arbitrage in stochastic securities market models (English)
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    1990
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    vector-valued stochastic processes
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    martingale
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    finite period securities markets
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