Equivalent supermartingale densities and measures in discrete time infinite horizon market models (Q3556748)
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scientific article; zbMATH DE number 5701638
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| English | Equivalent supermartingale densities and measures in discrete time infinite horizon market models |
scientific article; zbMATH DE number 5701638 |
Statements
Equivalent supermartingale densities and measures in discrete time infinite horizon market models (English)
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26 April 2010
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supermartingale densities
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no-arbitrage criteria
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Kreps-Yan theorem
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free lunch
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fork-convexity
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change of numéraire
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0.90360594
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0.89726025
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0.89392287
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0.8845158
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0.88055825
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0.87722504
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0.87620145
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