Equivalent martingale measures and no-arbitrage (Q4885236): Difference between revisions

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scientific article; zbMATH DE number 903602
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English
Equivalent martingale measures and no-arbitrage
scientific article; zbMATH DE number 903602

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    Equivalent martingale measures and no-arbitrage (English)
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    4 November 1996
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    equivalent martingale measure
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    risk-neutral measure
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    arbitrage
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    utility
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