A remark on the set of arbitrage-free prices in a multi-period model (Q4583967)
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 remark on the set of arbitrage-free prices in a multi-period model |
scientific article; zbMATH DE number 6928690
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A remark on the set of arbitrage-free prices in a multi-period model |
scientific article; zbMATH DE number 6928690 |
Statements
A remark on the set of arbitrage‐free prices in a multi‐period model (English)
0 references
29 August 2018
0 references
arbitrage-free prices
0 references
convexity
0 references
equivalent financial structure
0 references
multi-period model
0 references
0.7451273202896118
0 references
0.7426643371582031
0 references
0.7390058636665344
0 references
0.7270225286483765
0 references
