No arbitrage conditions for simple trading strategies
Erhan Bayraktar; Hasanjan Sayit
| Year of publication: |
2010
|
|---|---|
| Authors: | Bayraktar, Erhan ; Sayit, Hasanjan |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 6.2010, 1, p. 147-156
|
| Subject: | Arbitrage Pricing | Arbitrage pricing | Markov-Kette | Markov chain | Martingal | Martingale | Theorie | Theory |
| 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/10003939576