Equivalent martingale measures and no-arbitrage (Q4885236)
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scientific article; zbMATH DE number 903602
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Equivalent martingale measures and no-arbitrage |
scientific article; zbMATH DE number 903602 |
Statements
Equivalent martingale measures and no-arbitrage (English)
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4 November 1996
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equivalent martingale measure
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risk-neutral measure
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arbitrage
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utility
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0.9473476
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0.9248333
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0.90361065
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