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Q3352794 - MaRDI portal

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scientific article
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scientific article

    Statements

    author
    Ton Vorst
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    publication date
    1990
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    zbMATH Keywords
    application of probability theory
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    finance
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    equivalent martingale measures
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    stochastic processes of security prices
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    arbitrage
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    option pricing
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    contingent claim
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    91B62
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    91B24
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    zbMATH DE Number
    4204069
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