The existence of dominating local martingale measures (Q889615): Difference between revisions
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Revision as of 00:55, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The existence of dominating local martingale measures |
scientific article |
Statements
The existence of dominating local martingale measures (English)
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9 November 2015
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dominating local martingale measure
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arbitrage of first kind
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asset pricing
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supermartingale densities
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Föllmer's measure
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filtration enlargements
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Jacod's criterion
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