Mathematical Research Data Initiative
Main page
Recent changes
Random page
SPARQL
MaRDI@GitHub
New item
Special pages
In other projects
MaRDI portal item
Discussion
View source
View history
English
Log in

scientific article; zbMATH DE number 1559037

From MaRDI portal
Publication:4528282
Jump to:navigation, search

zbMATH Open0958.91025MaRDI QIDQ4528282FDOQ4528282


Authors: Shimeng Xu Edit this on Wikidata


Publication date: 31 January 2001



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



Recommendations

  • Principles for modelling financial markets
  • On optimal arbitrage
  • On the financial value of information
  • On value preserving and growth optimal portfolios
  • Arbitrage in continuous complete markets


zbMATH Keywords

arbitrageoption pricewealth processdeflator


Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of stochastic analysis (to PDEs, etc.) (60H30)







This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4528282)

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4528282&oldid=18637403"
Tools
What links here
Related changes
Printable version
Permanent link
Page information
This page was last edited on 7 February 2024, at 09:25. Warning: Page may not contain recent updates.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki