A Counterexample to Several Problems In the Theory of Asset Pricing (Q4372011)
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scientific article; zbMATH DE number 1106698
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Counterexample to Several Problems In the Theory of Asset Pricing |
scientific article; zbMATH DE number 1106698 |
Statements
A Counterexample to Several Problems In the Theory of Asset Pricing (English)
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21 January 1998
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equivalent martingale measure
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Föllmer-Schweizer decomposition
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Girasov transformation
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continuous bounded stochastic process
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