A More General Valuation and Arbitrage Theory for Itô Processes (Q3518306)
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scientific article; zbMATH DE number 5308867
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A More General Valuation and Arbitrage Theory for Itô Processes |
scientific article; zbMATH DE number 5308867 |
Statements
A More General Valuation and Arbitrage Theory for Itô Processes (English)
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7 August 2008
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arbitrage
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continuous-time financial markets
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pricing of contingent claims
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stochastic flows
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tameness
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0.7476397156715393
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0.7459722757339478
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0.7442741990089417
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0.7381649017333984
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