Weak time-derivatives and no-arbitrage pricing
Year of publication: |
October 2018
|
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Authors: | Marinacci, Massimo ; Severino, Federico |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 22.2018, 4, p. 1007-1036
|
Subject: | No-arbitrage pricing | Weak time-derivative | Martingale component | Special semimartingales | Stochastic interest rates | Martingal | Martingale | Optionspreistheorie | Option pricing theory | CAPM | Zinsstruktur | Yield curve | Stochastischer Prozess | Stochastic process |
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