A remark on the set of arbitrage‐free prices in a multi‐period model (Q4583967)
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scientific article; zbMATH DE number 6928690
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A remark on the set of arbitrage‐free prices in a multi‐period model |
scientific article; zbMATH DE number 6928690 |
Statements
A remark on the set of arbitrage‐free prices in a multi‐period model (English)
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29 August 2018
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arbitrage-free prices
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convexity
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equivalent financial structure
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multi-period model
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