Discrete-time asset pricing models in applied stochastic finance. (Q3583113)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Discrete-time asset pricing models in applied stochastic finance. |
scientific article; zbMATH DE number 5775000
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Discrete-time asset pricing models in applied stochastic finance. |
scientific article; zbMATH DE number 5775000 |
Statements
26 August 2010
0 references
introduction to probability
0 references
Markov chains
0 references
martingales
0 references
introduction to discrete-time finance
0 references
0.8302207589149475
0 references
0.8130229711532593
0 references
