Martingales and arbitrage in multiperiod securities markets (Q1138469)
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scientific article; zbMATH DE number 3671980
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Martingales and arbitrage in multiperiod securities markets |
scientific article; zbMATH DE number 3671980 |
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Martingales and arbitrage in multiperiod securities markets (English)
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1979
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multiperiod securities markets
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martingale measures
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arbitrage theory
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option pricing
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contingent claim valuation
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0.8095029592514038
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