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Expensive martingales - MaRDI portal

Expensive martingales (Q5484645)

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scientific article; zbMATH DE number 5047894
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English
Expensive martingales
scientific article; zbMATH DE number 5047894

    Statements

    title
    Expensive martingales (English)
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    author
    Hans Buehler
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    publication date
    21 August 2006
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    zbMATH Keywords
    marginal distribution
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    transition kernel
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    forward start options
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    arbitrage
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    Identifiers

    zbMATH DE Number
    5047894
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    OpenAlex ID
    W4256347648
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