General Arbitrage Pricing Model: I – Probability Approach (Q5423766)
From MaRDI portal
scientific article; zbMATH DE number 5207286
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | General Arbitrage Pricing Model: I – Probability Approach |
scientific article; zbMATH DE number 5207286 |
Statements
General Arbitrage Pricing Model: I – Probability Approach (English)
0 references
31 October 2007
0 references
change of numéraire
0 references
general arbitrage pricing model
0 references
generalized arbitrage
0 references
fair price
0 references
fundamental theorem of asset pricing
0 references
martingale measure
0 references
martingale measure with given marginals
0 references
risk-neutral measure
0 references
set of attainable incomes
0 references
