No arbitrage in continuous financial markets (Q2190064)

From MaRDI portal
scientific article
Language Label Description Also known as
English
No arbitrage in continuous financial markets
scientific article

    Statements

    No arbitrage in continuous financial markets (English)
    0 references
    0 references
    18 June 2020
    0 references
    no arbitrage
    0 references
    financial bubble
    0 references
    minimal martingale measure
    0 references
    Itô process
    0 references
    switching diffusion
    0 references
    stochastic exponential
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references