Martingale Measures For A Class of Right‐Continuous Processes (Q4371999)
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scientific article; zbMATH DE number 1106686
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Martingale Measures For A Class of Right‐Continuous Processes |
scientific article; zbMATH DE number 1106686 |
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Martingale Measures For A Class of Right‐Continuous Processes (English)
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5 April 1998
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adapted, right-continuous processes
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existence of a martingale measure
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securities market
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existence of free lunch
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0.8608450293540955
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0.8181310296058655
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0.8167954683303833
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0.8135784268379211
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