Arbitrage Theory in Continuous Time

DOI10.1093/OSO/9780198851615.001.0001zbMath1460.91001OpenAlexW4285771701MaRDI QIDQ5216742

Thomas Björk

Publication date: 18 February 2020

Full work available at URL: https://doi.org/10.1093/oso/9780198851615.001.0001

zbMATH Keywords

incomplete marketsmartingale methodsarbitrage pricing

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Financial markets (91G15)

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