General Arbitrage Pricing Model: III – Possibility Approach (Q5423768)
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scientific article; zbMATH DE number 5207288
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | General Arbitrage Pricing Model: III – Possibility Approach |
scientific article; zbMATH DE number 5207288 |
Statements
General Arbitrage Pricing Model: III – Possibility Approach (English)
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31 October 2007
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fair price
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fundamental theorem of asset pricing
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general arbitrage pricing model
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generalized arbitrage
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possibility space
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risk-neutral measure
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set of attainable incomes
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set of possible elementary events
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transaction costs
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0.9467904
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0.8801188
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0.87353075
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0.86967766
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0.84113693
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0.8396708
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