Equivalent martingale measures and no-arbitrage (Q4885245)

From MaRDI portal
Revision as of 22:16, 20 February 2024 by RedirectionBot (talk | contribs) (‎Removed claim: author (P16): Item:Q786459)
scientific article; zbMATH DE number 903619
Language Label Description Also known as
English
Equivalent martingale measures and no-arbitrage
scientific article; zbMATH DE number 903619

    Statements

    title
    Equivalent martingale measures and no-arbitrage (English)
    0 references
    author
    L. C. G. Rogers
    0 references
    publication date
    15 July 1996
    0 references
    zbMATH DE Number
    903619
    0 references
    zbMATH Keywords
    Brownian motion
    0 references
    local time
    0 references
    Dirichlet process
    0 references
    quadratic variation
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4885245&oldid=22010795"
    Powered by MediaWiki