LOWER AND UPPER BOUNDS OF MARTINGALE MEASURE DENSITIES IN CONTINUOUS TIME MARKETS (Q3008487)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LOWER AND UPPER BOUNDS OF MARTINGALE MEASURE DENSITIES IN CONTINUOUS TIME MARKETS |
scientific article |
Statements
LOWER AND UPPER BOUNDS OF MARTINGALE MEASURE DENSITIES IN CONTINUOUS TIME MARKETS (English)
0 references
16 June 2011
0 references
equivalent martingale measures
0 references
fundamental theorem
0 references
extension theorem
0 references
asset pricing
0 references
0 references
0 references
