A Counterexample to Several Problems In the Theory of Asset Pricing (Q4372011): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 01:00, 7 February 2024
scientific article; zbMATH DE number 1106698
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Counterexample to Several Problems In the Theory of Asset Pricing |
scientific article; zbMATH DE number 1106698 |
Statements
A Counterexample to Several Problems In the Theory of Asset Pricing (English)
0 references
21 January 1998
0 references
equivalent martingale measure
0 references
Föllmer-Schweizer decomposition
0 references
Girasov transformation
0 references
continuous bounded stochastic process
0 references
