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scientific article; zbMATH DE number 1475706 - MaRDI portal

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Publication:4489974

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zbMath0953.60020MaRDI QIDQ4489974

Yuliya S. Mishura

Publication date: 12 July 2000

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

zbMATH Keywords

martingale arbitrage fractal Brownian motion risk neutral probability measure dominant trading strategy

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

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