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Arbitrage, martingales and bubbles - MaRDI portal

Arbitrage, martingales and bubbles (Q1274730)

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scientific article; zbMATH DE number 1238580
Language Label Description Also known as
English
Arbitrage, martingales and bubbles
scientific article; zbMATH DE number 1238580

    Statements

    title
    Arbitrage, martingales and bubbles (English)
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    author
    Christian Gilles
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    Stephen F. LeRoy
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    publication date
    12 January 1999
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    zbMATH Keywords
    arbitrate
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    martingale
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    bubbles
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    risk-neutral probability
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    Identifiers

    zbMATH DE Number
    1238580
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    OpenAlex ID
    W1970644475
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