Arbitrage in skew Brownian motion models (Q2427806)

From MaRDI portal
Revision as of 21:42, 2 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Arbitrage in skew Brownian motion models
scientific article

    Statements

    title
    Arbitrage in skew Brownian motion models (English)
    0 references
    author
    Damiano Rossello
    0 references
    publication date
    18 April 2012
    0 references
    zbMATH Keywords
    skew Brownian motion
    0 references
    semimartingale
    0 references
    asymmetric returns
    0 references
    no free lunch with vanishing risk
    0 references
    no arbitrage
    0 references
    absolute continuity
    0 references

    Identifiers

    zbMATH DE Number
    6025304
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2427806&oldid=15093121"
    Powered by MediaWiki