A Counterexample to Several Problems In the Theory of Asset Pricing (Q4372011)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A Counterexample to Several Problems In the Theory of Asset Pricing |
scientific article; zbMATH DE number 1106698
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A Counterexample to Several Problems In the Theory of Asset Pricing |
scientific article; zbMATH DE number 1106698 |
Statements
A Counterexample to Several Problems In the Theory of Asset Pricing (English)
0 references
21 January 1998
0 references
equivalent martingale measure
0 references
Föllmer-Schweizer decomposition
0 references
Girasov transformation
0 references
continuous bounded stochastic process
0 references
0.8267977833747864
0 references
0.8044865727424622
0 references
0.8041203022003174
0 references
0.7937071919441223
0 references
