A Counterexample to Several Problems In the Theory of Asset Pricing (Q4372011): 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 16:33, 5 March 2024
scientific article; zbMATH DE number 1106698
Language | Label | Description | Also known as |
---|---|---|---|
English | A Counterexample to Several Problems In the Theory of Asset Pricing |
scientific article; zbMATH DE number 1106698 |
Statements
A Counterexample to Several Problems In the Theory of Asset Pricing (English)
0 references
21 January 1998
0 references
equivalent martingale measure
0 references
Föllmer-Schweizer decomposition
0 references
Girasov transformation
0 references
continuous bounded stochastic process
0 references