General Arbitrage Pricing Model: I – Probability Approach (Q5423766)
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scientific article; zbMATH DE number 5207286
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | General Arbitrage Pricing Model: I – Probability Approach |
scientific article; zbMATH DE number 5207286 |
Statements
General Arbitrage Pricing Model: I – Probability Approach (English)
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31 October 2007
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change of numéraire
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general arbitrage pricing model
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generalized arbitrage
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fair price
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fundamental theorem of asset pricing
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martingale measure
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martingale measure with given marginals
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risk-neutral measure
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set of attainable incomes
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0.9467904
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0.8942236
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0.88565654
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0.8838779
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0.8604062
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0.85903317
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