Projective system approach to the martingale characterization of the absence of arbitrage
Year of publication: |
2002
|
---|---|
Authors: | Balbás de la Corte, Alejandro ; Mirás, Miguel Ángel ; Muñoz-Bouzo, María José |
Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 37.2002, 4, p. 311-323
|
Subject: | CAPM | Arbitrage | Martingal | Martingale |
-
Pricing a European option in a black-scholes quanto market when stock price is a semimartingale
Offen, E. R., (2015)
-
The existence of dominating local martingale measures
Imkeller, Peter, (2015)
-
Rola, Przemysław, (2015)
- More ...
-
PROJECTIVE SYSTEM APPROACH TO THE MARTINGALE CHARACTERIZATION OF THE ABSENCE OF ARBITRAGE
Balbás, Alejandro, (2001)
-
Projective system approach to the martingale characterization of the absence of arbitrage
Balbás, Alejandro, (2002)
-
Balbás de la Corte, Alejandro, (1998)
- More ...