Local martingales, arbitrage, and viability. Free snacks and cheap thrills
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Publication:1580787
DOI10.1007/s001990050330zbMath1034.91043OpenAlexW2087854199MaRDI QIDQ1580787
Gregory A. Willard, Mark A. Loewenstein
Publication date: 2000
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001990050330
Martingales with continuous parameter (60G44) Derivative securities (option pricing, hedging, etc.) (91G20)
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