Arbitrage opportunities in diverse markets via a non-equivalent measure change (Q665725): 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/10.1007/s10436-006-0037-z / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2049014086 / rank | |||
Normal rank | |||
Revision as of 23:02, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage opportunities in diverse markets via a non-equivalent measure change |
scientific article |
Statements
Arbitrage opportunities in diverse markets via a non-equivalent measure change (English)
0 references
6 March 2012
0 references
admissible strategies
0 references
arbitrage opportunities
0 references
diverse markets
0 references
financial markets
0 references
incomplete markets
0 references
measure change
0 references
optional decomposition theorem
0 references
stochastic exponential
0 references
