Diffusion-Based Models for Financial Markets Without Martingale Measures (Q2841948): Difference between revisions
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Revision as of 09:45, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diffusion-Based Models for Financial Markets Without Martingale Measures |
scientific article |
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Diffusion-Based Models for Financial Markets Without Martingale Measures (English)
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30 July 2013
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arbitrage
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hedging
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contingent claim valuation
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market price of risk
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martingale deflator
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growth-optimal portfolio
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numéraire portfolio
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market completeness
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utility indifference valuation
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benchmark approach
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