Equivalent martingale measures and no-arbitrage in stochastic securities market models (Q3470221): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equivalent martingale measures and no-arbitrage in stochastic securities market models |
scientific article |
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Equivalent martingale measures and no-arbitrage in stochastic securities market models (English)
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1990
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vector-valued stochastic processes
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martingale
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finite period securities markets
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