Pricing Without Equivalent Martingale Measures Under Complete and Incomplete Observation

DOI10.1007/978-3-642-03479-4_6zbMath1229.91132OpenAlexW100450476MaRDI QIDQ3000879

Wolfgang J. Runggaldier, Giorgia Galesso

Publication date: 31 May 2011

Published in: Contemporary Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-03479-4_6

zbMATH Keywords

superreplicationbenchmark approachincomplete observationpricing theoryno equivalent martingale measure

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Financial applications of other theories (91G80)

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Diffusion-Based Models for Financial Markets Without Martingale Measures

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