A study of the absence of arbitrage opportunities without calculating the risk-neutral probability (Q508631): Difference between revisions
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| Property / author | |||
| Property / author: Sumit K. Garg / rank | |||
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| Property / Mathematics Subject Classification ID: 91G10 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J60 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H30 / rank | |||
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| Property / zbMATH DE Number: 6681617 / rank | |||
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conditional full support | |||
| Property / zbMATH Keywords: conditional full support / rank | |||
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Ornstein-Uhlenbeck process | |||
| Property / zbMATH Keywords: Ornstein-Uhlenbeck process / rank | |||
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absence of arbitrage opportunities | |||
| Property / zbMATH Keywords: absence of arbitrage opportunities / rank | |||
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Revision as of 02:13, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A study of the absence of arbitrage opportunities without calculating the risk-neutral probability |
scientific article |
Statements
A study of the absence of arbitrage opportunities without calculating the risk-neutral probability (English)
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7 February 2017
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conditional full support
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Ornstein-Uhlenbeck process
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absence of arbitrage opportunities
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