Martingale densities for general asset prices (Q1199742)
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scientific article; zbMATH DE number 94837
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Martingale densities for general asset prices |
scientific article; zbMATH DE number 94837 |
Statements
Martingale densities for general asset prices (English)
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16 January 1993
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asset prices in continuous time
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martingale density
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0.9037685
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0.88723963
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0.8869656
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0.8855028
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0.8792748
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0.8792748
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0.8642851
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