Equivalent martingale measures and no-arbitrage (Q4885245)
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scientific article; zbMATH DE number 903619
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| English | Equivalent martingale measures and no-arbitrage |
scientific article; zbMATH DE number 903619 |
Statements
Equivalent martingale measures and no-arbitrage (English)
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15 July 1996
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Brownian motion
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local time
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Dirichlet process
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quadratic variation
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0.7862274050712585
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0.7750595808029175
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