DETERMINISTIC CRITERIA FOR THE ABSENCE AND EXISTENCE OF ARBITRAGE IN MULTI-DIMENSIONAL DIFFUSION MARKETS (Q4608110)
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scientific article; zbMATH DE number 6850641
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DETERMINISTIC CRITERIA FOR THE ABSENCE AND EXISTENCE OF ARBITRAGE IN MULTI-DIMENSIONAL DIFFUSION MARKETS |
scientific article; zbMATH DE number 6850641 |
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DETERMINISTIC CRITERIA FOR THE ABSENCE AND EXISTENCE OF ARBITRAGE IN MULTI-DIMENSIONAL DIFFUSION MARKETS (English)
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15 March 2018
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arbitrage
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equivalent (local) martingale measure
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multi-dimensional time-inhomogeneous diffusion
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martingale problem
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