On the existence and characterization of arbitrage–free measure in contingent claim valuation (Q4286483): Difference between revisions
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Revision as of 12:21, 1 March 2024
scientific article; zbMATH DE number 540783
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the existence and characterization of arbitrage–free measure in contingent claim valuation |
scientific article; zbMATH DE number 540783 |
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On the existence and characterization of arbitrage–free measure in contingent claim valuation (English)
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6 April 1994
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financial mathematics
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martingale measures
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arbitrage-opportunities
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stochastic analysis
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