Equivalent martingale measures and no-arbitrage (Q4885236): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 06:15, 8 February 2024
scientific article; zbMATH DE number 903602
Language | Label | Description | Also known as |
---|---|---|---|
English | Equivalent martingale measures and no-arbitrage |
scientific article; zbMATH DE number 903602 |
Statements
Equivalent martingale measures and no-arbitrage (English)
0 references
4 November 1996
0 references
equivalent martingale measure
0 references
risk-neutral measure
0 references
arbitrage
0 references
utility
0 references