Pages that link to "Item:Q4885245"
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The following pages link to Equivalent martingale measures and no-arbitrage (Q4885245):
Displaying 5 items.
- The \(\frac{4}{3}\)-variation of the derivative of the self-intersection Brownian local time and related processes (Q471515) (← links)
- Geometric arbitrage theory and market dynamics (Q888763) (← links)
- No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach (Q1616836) (← links)
- Gaussian and non-Gaussian processes of zero power variation (Q2786487) (← links)
- Entropy Maximization in Finance (Q3298034) (← links)