Martingale Measures For A Class of Right‐Continuous Processes (Q4371999)

From MaRDI portal
scientific article; zbMATH DE number 1106686
Language Label Description Also known as
English
Martingale Measures For A Class of Right‐Continuous Processes
scientific article; zbMATH DE number 1106686

    Statements

    Martingale Measures For A Class of Right‐Continuous Processes (English)
    0 references
    0 references
    5 April 1998
    0 references
    adapted, right-continuous processes
    0 references
    existence of a martingale measure
    0 references
    securities market
    0 references
    existence of free lunch
    0 references

    Identifiers