DOI10.1111/1467-9965.00102zbMath1034.91040OpenAlexW1977333693MaRDI QIDQ2707159
Fulvio Ortu, Bruno Girotto
Publication date: 29 March 2001 Published in: Mathematical Finance (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1111/1467-9965.00102
zbMATH Keywords
arbitrageequivalent martingale measuresnumérairesevent-tree models
Mathematics Subject Classification ID
Stochastic processes (60G99)