Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension (Q457178): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G48 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H05 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91B25 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G80 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6348471 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
semimartingales | |||
| Property / zbMATH Keywords: semimartingales / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
stochastic integration | |||
| Property / zbMATH Keywords: stochastic integration / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
asset pricing | |||
| Property / zbMATH Keywords: asset pricing / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
stochastic dimension | |||
| Property / zbMATH Keywords: stochastic dimension / rank | |||
Normal rank | |||
Revision as of 11:55, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension |
scientific article |
Statements
Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension (English)
0 references
26 September 2014
0 references
semimartingales
0 references
stochastic integration
0 references
asset pricing
0 references
stochastic dimension
0 references
