Local martingales, arbitrage, and viability. Free snacks and cheap thrills (Q1580787)
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scientific article; zbMATH DE number 1507731
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Local martingales, arbitrage, and viability. Free snacks and cheap thrills |
scientific article; zbMATH DE number 1507731 |
Statements
Local martingales, arbitrage, and viability. Free snacks and cheap thrills (English)
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2000
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arbitrage
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viability
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wealth constraints
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continuous-time financial markets
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equivalent martingale measures
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0.7906167507171631
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0.7879908680915833
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0.7833952903747559
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0.7820738554000854
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