A new look at some basic concepts in arbitrage pricing theory (Q2386515)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A new look at some basic concepts in arbitrage pricing theory |
scientific article |
Statements
A new look at some basic concepts in arbitrage pricing theory (English)
0 references
30 August 2005
0 references
allowable strategy
0 references
martingale measure
0 references
no free lunch
0 references
superhedging
0 references
regular strategy
0 references
attainable claim
0 references