Finitely additive equivalent martingale measures (Q742102)
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scientific article; zbMATH DE number 6345479
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| English | Finitely additive equivalent martingale measures |
scientific article; zbMATH DE number 6345479 |
Statements
Finitely additive equivalent martingale measures (English)
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18 September 2014
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arbitrage
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De Finetti's coherence principle
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equivalent martingale measure
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finitely additive probability
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fundamental theorem of asset pricing
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0.877433180809021
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0.8479006290435791
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0.8324981927871704
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0.7789977788925171
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0.778997540473938
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