Description martingale measures for a single evolution of risky assets

zbMATH Open1363.91139MaRDI QIDQ2818994

I. D. Patkin

Publication date: 27 September 2016

Published in: Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs'kyĭ Universytet Imeni Tarasa Shevchenka (Search for Journal in Brave)

zbMATH Keywords

martingalemartingale measurerisk asset

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Random measures (60G57)

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