Expensive martingales (Q5484645)
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scientific article; zbMATH DE number 5047894
Language | Label | Description | Also known as |
---|---|---|---|
English | Expensive martingales |
scientific article; zbMATH DE number 5047894 |
Statements
Expensive martingales (English)
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21 August 2006
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marginal distribution
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transition kernel
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forward start options
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arbitrage
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