MARTINGALE MEASURES FOR DISCRETE‐TIME PROCESSES WITH INFINITE HORIZON (Q4372021)
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scientific article; zbMATH DE number 1106707
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MARTINGALE MEASURES FOR DISCRETE‐TIME PROCESSES WITH INFINITE HORIZON |
scientific article; zbMATH DE number 1106707 |
Statements
MARTINGALE MEASURES FOR DISCRETE‐TIME PROCESSES WITH INFINITE HORIZON (English)
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22 July 1998
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martingales
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equivalent probability measures
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arbitrage
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securities markets
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no free lunch with bounded risk
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equivalent martingale measure
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