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Chapter 10: Martingale Measures in the Stochastic Theory of Arbitrage
https://doi.org/10.1142/9789814678599_0010Cited by:0 (Source: Crossref)
Abstract:
The following sections are included:
Basic Notions and Summary of Results of the Theory of Arbitrage. I. Discrete Time Models
Basic Notions and Summary of Results of the Theory of Arbitrage. II. Continuous-Time Models
Arbitrage in a Model of Buying/Selling Assets with Transaction Costs
Asymptotic Arbitrage: Some Problems
