A note on sufficient conditions for no arbitrage
Peter Carr, Dilip B. Madan
| Year of publication: |
2005
|
|---|---|
| Authors: | Carr, Peter ; Madan, Dilip B. |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 2.2005, 3, p. 125-130
|
| Subject: | Arbitrage Pricing | Arbitrage pricing | Martingal | Martingale |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003099264