Pricing by Arbitrage Under Arbitrary Information (Q4213038): 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 15:46, 5 March 2024
scientific article; zbMATH DE number 1208369
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing by Arbitrage Under Arbitrary Information |
scientific article; zbMATH DE number 1208369 |
Statements
Pricing by Arbitrage Under Arbitrary Information (English)
0 references
7 October 1998
0 references
incomplete markets
0 references
information filtration
0 references
pricing by arbitrage
0 references
contingent claims
0 references
