No Arbitrage and General Semimartingales (Q3626713): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 05:07, 5 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | No Arbitrage and General Semimartingales |
scientific article |
Statements
No Arbitrage and General Semimartingales (English)
0 references
22 May 2009
0 references
semimartingales
0 references
jump processes
0 references
No Free Lunch with Vanishing Risk
0 references
equivalent \(\sigma\)-martingale measure
0 references
Novikov's criterion
0 references