Finitely Additive Equivalent Martingale Measures
Year of publication: |
2010
|
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Authors: | Berti, Patrizia ; Pratelli, Luca ; Rigo, Pietro |
Publisher: |
Pavia : University of Pavia, Department of Economics and Quantitative Methods |
Subject: | Arbitrage | de Finetti s coherence principle | equivalent martingale measure | finitely additive probability | fundamental theorem of asset pricing | Wahrscheinlichkeitsrechnung | Probability theory | CAPM | Martingal | Martingale | Optionspreistheorie | Option pricing theory |
Extent: | Online-Ressource |
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Series: | Quaderni del Dipartimento. - Pavia : [Verlag nicht ermittelbar], ISSN 2279-7807, ZDB-ID 2755369-3. - Vol. 123 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | hdl:10419/95312 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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