Projective system approach to the martingale characterization of the absence of arbitrage (Q1864984): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:59, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Projective system approach to the martingale characterization of the absence of arbitrage |
scientific article |
Statements
Projective system approach to the martingale characterization of the absence of arbitrage (English)
0 references
23 March 2003
0 references
absence of arbitrage
0 references
martingale measure
0 references
asset pricing
0 references
perfect measures
0 references
projective systems
0 references
