A study of the absence of arbitrage opportunities without calculating the risk-neutral probability (Q508631)

From MaRDI portal
Revision as of 02:34, 20 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
scientific article
Language Label Description Also known as
English
A study of the absence of arbitrage opportunities without calculating the risk-neutral probability
scientific article

    Statements

    A study of the absence of arbitrage opportunities without calculating the risk-neutral probability (English)
    0 references
    0 references
    0 references
    7 February 2017
    0 references
    conditional full support
    0 references
    Ornstein-Uhlenbeck process
    0 references
    absence of arbitrage opportunities
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references