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