The multivariate Black & Scholes market: conditions for completeness and no-arbitrage (Q2923401)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The multivariate Black & Scholes market: conditions for completeness and no-arbitrage |
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The multivariate Black & Scholes market: conditions for completeness and no-arbitrage (English)
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15 October 2014
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Black and Scholes model
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multivariate asset price model
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arbitrage-free market
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completeness
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Brownian motion
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risk-neutral probability measure
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