Equivalent locally martingale measure for the deflator process on ordered Banach algebra

DOI10.1155/2020/5785098zbMath1448.91284OpenAlexW3035599530MaRDI QIDQ780496

Boushra Y. Hussein

Publication date: 15 July 2020

Published in: Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2020/5785098

zbMATH Keywords

equivalent martingale measurefinancial mathematicsordered Banach algebradeflator process

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44) Financial applications of other theories (91G80) Financial markets (91G15)

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