ARBITRAGE AND FREE LUNCH WITH BOUNDED RISK FOR UNBOUNDED CONTINUOUS PROCESSES (Q4372043)
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scientific article; zbMATH DE number 1106726
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ARBITRAGE AND FREE LUNCH WITH BOUNDED RISK FOR UNBOUNDED CONTINUOUS PROCESSES |
scientific article; zbMATH DE number 1106726 |
Statements
ARBITRAGE AND FREE LUNCH WITH BOUNDED RISK FOR UNBOUNDED CONTINUOUS PROCESSES (English)
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21 January 1998
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martingale
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risk-neutral measure
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local martingale
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no free lunch
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arbitrage
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bounded risk
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Bessel process
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