Arbitrage and approximate arbitrage: the fundamental theorem of asset pricing (Q3585329)
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scientific article; zbMATH DE number 5773383
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| English | Arbitrage and approximate arbitrage: the fundamental theorem of asset pricing |
scientific article; zbMATH DE number 5773383 |
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Arbitrage and approximate arbitrage: the fundamental theorem of asset pricing (English)
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19 August 2010
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arbitrage
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local martingale
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equivalent local martingale measures
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0.8522310853004456
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0.847676157951355
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0.8273773789405823
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0.8265537619590759
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