Equivalent martingale measures and no-arbitrage (Q4885245): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1080/17442509408833943 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1971031514 / rank | |||
Normal rank |
Revision as of 15:28, 19 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)
0 references
15 July 1996
0 references
Brownian motion
0 references
local time
0 references
Dirichlet process
0 references
quadratic variation
0 references