Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting (Q6099394)
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scientific article; zbMATH DE number 7698086
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| English | Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting |
scientific article; zbMATH DE number 7698086 |
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Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting (English)
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20 June 2023
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equivalent martingale measures
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belief functions
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generalized no-arbitrage principle
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lower pricing rule
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0.753865659236908
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0.7530795931816101
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0.7500348091125488
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