The two fundamental theorems of asset pricing for a class of continuous-time financial markets
Andrew Lyasoff
| Year of publication: |
2014
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| Authors: | Lyasoff, Andrew |
| 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. 24.2014, 3, p. 485-504
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| Subject: | arbitrage and completeness of financial markets | the first and the second fundamental theorems of asset pricing | Itô processes | predictable representation of local martingales | extremal martingale measures | Theorie | Theory | Martingal | Martingale | CAPM | Finanzmarkt | Financial market | Unvollkommener Markt | Incomplete market | Arbitrage |
| 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/10010486019