Equivalent martingale measures and no-arbitrage (Q4885236): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/17442509408833943 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1971031514 / rank | |||
Normal rank | |||
Revision as of 15:28, 19 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)
0 references
4 November 1996
0 references
equivalent martingale measure
0 references
risk-neutral measure
0 references
arbitrage
0 references
utility
0 references
