Optional projection under equivalent local martingale measures (Q2697499)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7673720
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optional projection under equivalent local martingale measures |
scientific article; zbMATH DE number 7673720 |
Statements
Optional projection under equivalent local martingale measures (English)
0 references
12 April 2023
0 references
local martingale
0 references
optional projection
0 references
local martingale measure
0 references
filtration shrinkage
0 references
0 references
0 references
0.86822283
0 references
0 references
0.8575234
0 references
0 references
0.8521621
0 references
0.8493765
0 references
0.84891343
0 references
