Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension
Winslow Strong
| Year of publication: |
2014
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|---|---|
| Authors: | Strong, Winslow |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 18.2014, 3, p. 487-514
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| Subject: | Semimartingale | Martingale | Stochastic integration | Fundamental theorem of asset pricing | Stochastic dimension | Martingal | Stochastischer Prozess | Stochastic process | CAPM | Kapitalmarkttheorie | Financial economics |
| 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/10010396056