Almost sure characterization of Martingales (Q4849127)
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scientific article; zbMATH DE number 800434
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Almost sure characterization of Martingales |
scientific article; zbMATH DE number 800434 |
Statements
Almost sure characterization of Martingales (English)
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29 October 1995
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equivalent martingale measure
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free lunch
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asset pricing
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risk-neutral probability measure
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