Diffusion-based models for financial markets without martingale measures (Q2841948)
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scientific article; zbMATH DE number 6192798
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| default for all languages | No label defined |
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| English | Diffusion-based models for financial markets without martingale measures |
scientific article; zbMATH DE number 6192798 |
Statements
Diffusion-Based Models for Financial Markets Without Martingale Measures (English)
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30 July 2013
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arbitrage
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hedging
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contingent claim valuation
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market price of risk
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martingale deflator
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growth-optimal portfolio
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numéraire portfolio
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market completeness
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utility indifference valuation
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benchmark approach
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0.7801939249038696
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0.7795131802558899
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0.7756406664848328
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0.775415301322937
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0.7724839448928833
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