A study of the absence of arbitrage opportunities without calculating the risk-neutral probability (Q508631)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A study of the absence of arbitrage opportunities without calculating the risk-neutral probability |
scientific article; zbMATH DE number 6681617
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A study of the absence of arbitrage opportunities without calculating the risk-neutral probability |
scientific article; zbMATH DE number 6681617 |
Statements
A study of the absence of arbitrage opportunities without calculating the risk-neutral probability (English)
0 references
7 February 2017
0 references
conditional full support
0 references
Ornstein-Uhlenbeck process
0 references
absence of arbitrage opportunities
0 references
