An elementary proof of the Dalang–Morton–Willinger theorem (Q5440256)
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scientific article; zbMATH DE number 5231771
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An elementary proof of the Dalang–Morton–Willinger theorem |
scientific article; zbMATH DE number 5231771 |
Statements
An elementary proof of the Dalang–Morton–Willinger theorem (English)
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1 February 2008
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equivalent martingale measure
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arbitrage
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0.8854566812515259
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0.8854566812515259
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0.8666118383407593
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0.806009829044342
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