Introduction to a theory of value coherent with the no-arbitrage principle
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Publication:5926468
DOI10.1007/s007800050074zbMath0965.60046OpenAlexW2142826673MaRDI QIDQ5926468
Publication date: 1 March 2001
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s007800050074
Martingales with discrete parameter (60G42) Utility theory (91B16) Martingales with continuous parameter (60G44) Financial applications of other theories (91G80)
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