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zbMath1051.91038MaRDI QIDQ2782364

F. A. Yousaf, L. C. G. Rogers

Publication date: 3 June 2002

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

potential approach state-price density market model approach numéraire process

Mathematics Subject Classification ID

Related Items (3)

THE AFFINE RATIONAL POTENTIAL MODEL ⋮ THE POTENTIAL APPROACH IN PRACTICE ⋮ Asset Pricing Using Finite State Markov Chain Stochastic Discount Functions

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