Expensive martingales (Q5484645): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/14697680600668071 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4256347648 / rank | |||
Normal rank | |||
Revision as of 19:40, 19 March 2024
scientific article; zbMATH DE number 5047894
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expensive martingales |
scientific article; zbMATH DE number 5047894 |
Statements
Expensive martingales (English)
0 references
21 August 2006
0 references
marginal distribution
0 references
transition kernel
0 references
forward start options
0 references
arbitrage
0 references
