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REPRESENTING MARTINGALE MEASURES WHEN ASSET PRICES ARE CONTINUOUS AND BOUNDED - MaRDI portal

REPRESENTING MARTINGALE MEASURES WHEN ASSET PRICES ARE CONTINUOUS AND BOUNDED (Q4345926)

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scientific article; zbMATH DE number 1040340
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REPRESENTING MARTINGALE MEASURES WHEN ASSET PRICES ARE CONTINUOUS AND BOUNDED
scientific article; zbMATH DE number 1040340

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    REPRESENTING MARTINGALE MEASURES WHEN ASSET PRICES ARE CONTINUOUS AND BOUNDED (English)
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    31 August 1997
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    equivalent martingale measures
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    viability
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