scientific article; zbMATH DE number 1867103

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zbMath1029.91038MaRDI QIDQ4793186

Jia'an Yan, Jian-ming Xia

Publication date: 11 February 2003

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

martingale measure superhedging replicating numeraire no free lunch allowable strategy

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42)

Related Items (1)

The fundamental theorem of asset pricing for continuous processes under small transaction costs

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