Equivalent supermartingale densities and measures in discrete time infinite horizon market models (Q3556748): Difference between revisions
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Revision as of 11:47, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equivalent supermartingale densities and measures in discrete time infinite horizon market models |
scientific article |
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Equivalent supermartingale densities and measures in discrete time infinite horizon market models (English)
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26 April 2010
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supermartingale densities
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no-arbitrage criteria
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Kreps-Yan theorem
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free lunch
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fork-convexity
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change of numéraire
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