Equivalent martingale measures and no-arbitrage in stochastic securities market models (Q3470221)

From MaRDI portal
Revision as of 21:10, 4 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Equivalent martingale measures and no-arbitrage in stochastic securities market models
scientific article

    Statements

    Equivalent martingale measures and no-arbitrage in stochastic securities market models (English)
    0 references
    0 references
    0 references
    0 references
    1990
    0 references
    vector-valued stochastic processes
    0 references
    martingale
    0 references
    finite period securities markets
    0 references

    Identifiers