The existence of dominating local martingale measures (Q889615): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:31, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The existence of dominating local martingale measures |
scientific article |
Statements
The existence of dominating local martingale measures (English)
0 references
9 November 2015
0 references
dominating local martingale measure
0 references
arbitrage of first kind
0 references
asset pricing
0 references
supermartingale densities
0 references
Föllmer's measure
0 references
filtration enlargements
0 references
Jacod's criterion
0 references
