A Discrete Time Equivalent Martingale Measure (Q4213036)
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scientific article; zbMATH DE number 1208367
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| default for all languages | No label defined |
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| English | A Discrete Time Equivalent Martingale Measure |
scientific article; zbMATH DE number 1208367 |
Statements
A Discrete Time Equivalent Martingale Measure (English)
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6 April 1999
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Girsanov principle
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state price density
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asset pricing
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return distributions
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option pricing
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0.7652947902679443
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0.7586572170257568
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0.7549705505371094
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0.7505922317504883
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