LOWER AND UPPER BOUNDS OF MARTINGALE MEASURE DENSITIES IN CONTINUOUS TIME MARKETS (Q3008487)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LOWER AND UPPER BOUNDS OF MARTINGALE MEASURE DENSITIES IN CONTINUOUS TIME MARKETS |
scientific article |
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LOWER AND UPPER BOUNDS OF MARTINGALE MEASURE DENSITIES IN CONTINUOUS TIME MARKETS (English)
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16 June 2011
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equivalent martingale measures
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fundamental theorem
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extension theorem
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asset pricing
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