Equivalent martingale measures and no-arbitrage (Q4885236): Difference between revisions
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Revision as of 18:52, 5 March 2024
scientific article; zbMATH DE number 903602
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equivalent martingale measures and no-arbitrage |
scientific article; zbMATH DE number 903602 |
Statements
Equivalent martingale measures and no-arbitrage (English)
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4 November 1996
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equivalent martingale measure
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risk-neutral measure
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arbitrage
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utility
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