A comparison of two no-arbitrage conditions

DOI10.1007/s11464-014-0406-2zbMath1309.60074OpenAlexW2005258482MaRDI QIDQ2259241

Miao Wang, Jiang-Lun Wu

Publication date: 27 February 2015

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://cronfa.swan.ac.uk/Record/cronfa22313/Download/0022313-22022017112146.pdf

zbMATH Keywords

asset pricingequivalent martingale measuresno-arbitrage conditions

Mathematics Subject Classification ID

Cites Work

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• A link of stochastic differential equations to nonlinear parabolic equations
• Price operators analysis in \(L_p\)-spaces
• The mathematics of arbitrage
• General Arbitrage Pricing Model: I – Probability Approach
• Stochastic finance. An introduction in discrete time
• Stochastic differential equations. An introduction with applications.

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