Arbitrage possibilities in Bessel processes and their relations to local martingales (Q1895852): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/bf01192466 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2092120257 / rank | |||
Normal rank | |||
Latest revision as of 10:31, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage possibilities in Bessel processes and their relations to local martingales |
scientific article |
Statements
Arbitrage possibilities in Bessel processes and their relations to local martingales (English)
0 references
30 January 1996
0 references
trading strategies
0 references
three-dimensional Bessel process
0 references
arbitrary in foreign exchange rates
0 references
0 references
