The existence of absolutely continuous local martingale measures (Q1916477)
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scientific article; zbMATH DE number 898163
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| English | The existence of absolutely continuous local martingale measures |
scientific article; zbMATH DE number 898163 |
Statements
The existence of absolutely continuous local martingale measures (English)
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8 July 1996
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absolutely continuous martingale measure
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absence of arbitrage
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Radon-Nikodym theorems
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predictable processes
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0.8283804655075073
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0.8110947608947754
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0.8000267148017883
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0.7968297600746155
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