Arbitrage in continuous complete markets (Q4804607)
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scientific article; zbMATH DE number 1902385
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Arbitrage in continuous complete markets |
scientific article; zbMATH DE number 1902385 |
Statements
Arbitrage in continuous complete markets (English)
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2002
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continuous financial market
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arbitrage amount
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mutual fund theorem
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growth optimal portfolio
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numéraire portfolio
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contingent claim pricing
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forward rate equation
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0.791543185710907
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0.7915180325508118
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0.7911416292190552
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0.7835578918457031
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0.7804174423217773
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