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Persistent link: https://www.econbiz.de/10012518139
We apply Geometric Arbitrage Theory to obtain results in Mathematical Finance, which do not need stochastic differential geometry in their formulation.First, for a generic market dynamics given by a multidimensional Itô's process we specify and prove the equivalence between (NFLVR) and expected...
Persistent link: https://www.econbiz.de/10012902526