scientific article; zbMATH DE number 5885590

zbMATH Open1224.91195MaRDI QIDQ2997334FDOQ2997334

Authors: O. V. Nazarko 

Publication date: 6 May 2011

Title of this publication is not available (Why is that?)

zbMATH Keywords

Black-Scholes(B, S) marketequivalent martingale deformation

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Financial applications of other theories (91G80)

Cited In (2)

• Weak convergence of financial markets.
• Characterization of density processes of deformed stochastic bases of the first kind

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