Lower and upper bounds of martingale measure densities in continuous time markets (Q3008487)
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 5908414
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Lower and upper bounds of martingale measure densities in continuous time markets |
scientific article; zbMATH DE number 5908414 |
Statements
LOWER AND UPPER BOUNDS OF MARTINGALE MEASURE DENSITIES IN CONTINUOUS TIME MARKETS (English)
0 references
16 June 2011
0 references
equivalent martingale measures
0 references
fundamental theorem
0 references
extension theorem
0 references
asset pricing
0 references
0 references
0.8079076409339905
0 references
0.8062564730644226
0 references
0.8057937622070312
0 references
0.8057937622070312
0 references
