No-arbitrage conditions and pricing from discrete-time to continuous-time strategies (Q6110753)
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scientific article; zbMATH DE number 7707840
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No-arbitrage conditions and pricing from discrete-time to continuous-time strategies |
scientific article; zbMATH DE number 7707840 |
Statements
No-arbitrage conditions and pricing from discrete-time to continuous-time strategies (English)
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6 July 2023
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no-arbitrage condition
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super-hedging price
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AIP condition
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NFL condition
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discrete-time financial model
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continuous-time financial market model
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