No-arbitrage conditions in discrete financial models

DOI10.1070/rm1999v054n05ABEH000222zbMath0981.91045OpenAlexW2047202078MaRDI QIDQ4493336

Mikhail A. Urusov

Publication date: 5 March 2002

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm1999v054n05abeh000222

zbMATH Keywords

no-arbitrage conditionsdiscrete financial modelsself-financing portfolios

Mathematics Subject Classification ID

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