Equivalent martingale measures and no-arbitrage in stochastic securities market models
type: Item
instance of: scholarly article
title: Equivalent martingale measures and no-arbitrage in stochastic securities market models
zbMATH Open document ID: 0694.90037
DOI: 10.1080/17442509008833613
author: Robert C. Dalang
author: Andrew J. Morton
author: Walter Willinger
published in: Stochastics and Stochastic Reports
publication date: 1990-01-01T00:00:00Z
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 91B24
zbMATH DE Number: 4137499
zbMATH Keywords: vector-valued stochastic processes
zbMATH Keywords: martingale
zbMATH Keywords: finite period securities markets
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/17442509008833613
OpenAlex ID: W2078274626
description: scientific article