Arbitrage possibilities in Bessel processes and their relations to local martingales (Q1895852)
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scientific article; zbMATH DE number 784422
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage possibilities in Bessel processes and their relations to local martingales |
scientific article; zbMATH DE number 784422 |
Statements
Arbitrage possibilities in Bessel processes and their relations to local martingales (English)
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30 January 1996
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trading strategies
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three-dimensional Bessel process
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arbitrary in foreign exchange rates
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