Weak time-derivatives and no-arbitrage pricing
type: Item
instance of: scholarly article
title: Weak time-derivatives and no-arbitrage pricing
zbMATH Open document ID: 1416.91380
author: Massimo Marinacci
author: Federico Severino
published in: Finance and Stochastics
publication date: 2018-10-08T00:00:00Z
full work available at URL: RePEc:igi:igierp:581
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G30
Mathematics Subject Classification ID: 60G44
zbMATH DE Number: 6948971
zbMATH Keywords: no-arbitrage pricing
zbMATH Keywords: weak time-derivative
zbMATH Keywords: martingale component
zbMATH Keywords: special semimartingales
zbMATH Keywords: stochastic interest rates
MaRDI profile type: Publication
OpenAlex ID: W2535806874
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Wikidata QID: Q129324335
DOI: 10.1007/S00780-018-0371-9
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description: scientific article; zbMATH DE number 6948971