No arbitrage and multiplicative special semimartingales (Q6068851)
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scientific article; zbMATH DE number 7779240
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No arbitrage and multiplicative special semimartingales |
scientific article; zbMATH DE number 7779240 |
Statements
No arbitrage and multiplicative special semimartingales (English)
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15 December 2023
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fundamental theorem of asset pricing
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market without a numéraire
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self-financing portfolio
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no-arbitrage concept
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market price of risk
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short rate
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