Martingale representation processes and applications in the market viability under information flow expansion (Q4606387)
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scientific article; zbMATH DE number 6847884
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| English | Martingale representation processes and applications in the market viability under information flow expansion |
scientific article; zbMATH DE number 6847884 |
Statements
Martingale representation processes and applications in the market viability under information flow expansion (English)
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7 March 2018
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martingale representation property
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market information flow
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drift multiplier assumption
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0.7791579961776733
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0.7497646808624268
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0.7487489581108093
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0.742996335029602
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0.7348873019218445
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