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Description martingale measures for a single evolution of risky assets - MaRDI portal

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Description martingale measures for a single evolution of risky assets (Q2818994)

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scientific article; zbMATH DE number 6630405
Language Label Description Also known as
English
Description martingale measures for a single evolution of risky assets
scientific article; zbMATH DE number 6630405

    Statements

    author
    I. D. Patkin
    0 references
    publication date
    27 September 2016
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    zbMATH Keywords
    martingale measure
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    martingale
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    risk asset
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    title
    Description martingale measures for a single evolution of risky assets (English)
    0 references

    Identifiers

    zbMATH DE Number
    6630405
    0 references
     
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