Pricing by Arbitrage Under Arbitrary Information (Q4213038)
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scientific article; zbMATH DE number 1208369
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing by Arbitrage Under Arbitrary Information |
scientific article; zbMATH DE number 1208369 |
Statements
Pricing by Arbitrage Under Arbitrary Information (English)
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7 October 1998
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incomplete markets
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information filtration
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pricing by arbitrage
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contingent claims
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0.7944709658622742
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0.7830687165260315
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