On the existence of equivalent \(\tau\)-measures in finite discrete time (Q1915827): 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/10.1016/0304-4149(95)00067-4 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2104815277 / rank | |||
Normal rank | |||
Revision as of 21:16, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the existence of equivalent \(\tau\)-measures in finite discrete time |
scientific article |
Statements
On the existence of equivalent \(\tau\)-measures in finite discrete time (English)
0 references
7 November 1996
0 references
equivalent martingale measure
0 references
no-arbitrage
0 references
security market
0 references
