THE TWO FUNDAMENTAL THEOREMS OF ASSET PRICING FOR A CLASS OF CONTINUOUS-TIME FINANCIAL MARKETS (Q2875726)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE TWO FUNDAMENTAL THEOREMS OF ASSET PRICING FOR A CLASS OF CONTINUOUS-TIME FINANCIAL MARKETS |
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THE TWO FUNDAMENTAL THEOREMS OF ASSET PRICING FOR A CLASS OF CONTINUOUS-TIME FINANCIAL MARKETS (English)
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11 August 2014
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arbitrage and completeness of financial markets
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first and the second fundamental theorems of asset pricing
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ItΕ processes
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predictable representation of local martingales
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extremal martingale measures
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