Equivalent martingale measures and no-arbitrage in stochastic securities market models (Q3470221)

From MaRDI portal
Revision as of 15:28, 19 March 2024 by Openalex240319020357 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Equivalent martingale measures and no-arbitrage in stochastic securities market models
scientific article

    Statements

    Equivalent martingale measures and no-arbitrage in stochastic securities market models (English)
    0 references
    0 references
    0 references
    0 references
    1990
    0 references
    0 references
    0 references
    0 references
    0 references
    vector-valued stochastic processes
    0 references
    martingale
    0 references
    finite period securities markets
    0 references
    0 references