Arbitrage opportunities in diverse markets via a non-equivalent measure change (Q665725)
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: Arbitrage opportunities in diverse markets via a non-equivalent measure change |
scientific article; zbMATH DE number 6012305
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage opportunities in diverse markets via a non-equivalent measure change |
scientific article; zbMATH DE number 6012305 |
Statements
Arbitrage opportunities in diverse markets via a non-equivalent measure change (English)
0 references
6 March 2012
0 references
admissible strategies
0 references
arbitrage opportunities
0 references
diverse markets
0 references
financial markets
0 references
incomplete markets
0 references
measure change
0 references
optional decomposition theorem
0 references
stochastic exponential
0 references
0 references
