Weak time-derivatives and no-arbitrage pricing
Massimo Marinacci, Federico Severino
| Year of publication: |
October 2018
|
|---|---|
| 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 | Arbitrage Pricing | Arbitrage pricing | Stochastischer Prozess | Stochastic process | Arbitrage | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Zins | Interest rate |
| 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/10011946595