Equivalent martingale measures for bridge processes (Q3984215)
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scientific article; zbMATH DE number 25856
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equivalent martingale measures for bridge processes |
scientific article; zbMATH DE number 25856 |
Statements
Equivalent martingale measures for bridge processes (English)
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27 June 1992
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equivalent measure
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Brownian bridge
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Poisson bridge
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arbitrage pricing model
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