Martingale measures for a class of right-continuous processes
Year of publication: |
1993
|
---|---|
Authors: | Lakner, Peter |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 3.1993, 1, p. 43-53
|
Subject: | Börsenkurs | Share price | Wahrscheinlichkeitsrechnung | Probability theory | Arbitrage | Theorie | Theory |
-
Asymptotic asset pricing and bubbles
Roch, Alexandre, (2018)
-
Probabilistic forecasting of bubbles and flash crashes
Banerjee, Anurag Narayan, (2020)
-
Stochastic tail index model for high frequency financial data with Bayesian analysis
Mao, Guangyu, (2018)
- More ...
-
Maximum Likelihood Estimation of Hidden Markov Processes
Frydman, Halina, (2008)
-
Jeanblanc, Monique, (2008)
-
Perpetual Call Options with Non-Tradability
Kadam, Ashay, (2008)
- More ...