Martingales and arbitrage: a new look (Q5852467)

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scientific article; zbMATH DE number 5663434
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English
Martingales and arbitrage: a new look
scientific article; zbMATH DE number 5663434

    Statements

    title
    Martingales and arbitrage: a new look (English)
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    publication date
    27 January 2010
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    zbMATH Keywords
    arbitrage
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    martingale measure
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    projective system
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    author
    Alejandro Balbas
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    Identifiers

    DOI
    10.1007/BF03191907
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    Mathematics Subject Classification ID
    91G80
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    60G48
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    28C05
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    zbMATH DE Number
    5663434
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