On the existence of equivalent \(\tau\)-measures in finite discrete time
type: Item
instance of: scholarly article
title: On the existence of equivalent \(\tau\)-measures in finite discrete time
zbMATH Open document ID: 0849.60041
DOI: 10.1016/0304-4149(95)00067-4
published in: Stochastic Processes and their Applications
publication date: 1996-11-07T00:00:00Z
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 894790
zbMATH Keywords: equivalent martingale measure
zbMATH Keywords: no-arbitrage
zbMATH Keywords: security market
author: Klaus Schürger
MaRDI profile type: Publication
full work available at URL: 0304-4149(95)00067-4
OpenAlex ID: W2104815277
cites work: Q3479313
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cites work: Q4845592
cites work: A generalization of a problem of Steinhaus
cites work: Equivalent martingale measures and no-arbitrage
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cites work: The analysis of finite security markets using martingales
cites work: Q3866824
description: scientific article; zbMATH DE number 894790