Equivalent martingale measures and no-arbitrage (Q4885245): Difference between revisions
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Revision as of 18:52, 5 March 2024
scientific article; zbMATH DE number 903619
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equivalent martingale measures and no-arbitrage |
scientific article; zbMATH DE number 903619 |
Statements
Equivalent martingale measures and no-arbitrage (English)
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15 July 1996
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Brownian motion
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local time
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Dirichlet process
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quadratic variation
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