Equivalent martingale measure of high-order Markov finance model (Q2912613)
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scientific article; zbMATH DE number 6082879
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equivalent martingale measure of high-order Markov finance model |
scientific article; zbMATH DE number 6082879 |
Statements
14 September 2012
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equivalent martingale measure
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high-order Markov model
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extended Girsanov's principle
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Equivalent martingale measure of high-order Markov finance model (English)
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