MARTINGALE MEASURES FOR DISCRETE‐TIME PROCESSES WITH INFINITE HORIZON (Q4372021)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: MARTINGALE MEASURES FOR DISCRETE‐TIME PROCESSES WITH INFINITE HORIZON |
scientific article; zbMATH DE number 1106707
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MARTINGALE MEASURES FOR DISCRETE‐TIME PROCESSES WITH INFINITE HORIZON |
scientific article; zbMATH DE number 1106707 |
Statements
MARTINGALE MEASURES FOR DISCRETE‐TIME PROCESSES WITH INFINITE HORIZON (English)
0 references
22 July 1998
0 references
martingales
0 references
equivalent probability measures
0 references
arbitrage
0 references
securities markets
0 references
no free lunch with bounded risk
0 references
equivalent martingale measure
0 references
0 references
