Equivalent martingale measures and no-arbitrage in stochastic securities market models
1990
Details
Title
Equivalent martingale measures and no-arbitrage in stochastic securities market models
Author(s)
Dalang, Robert C. ; Morton, Andrew ; Willinger, Walter
Published in
Stochastics and Stochastics Reports
Volume
29
Issue
2
Pages
185-201
Date
1990
Laboratories
PROB
Record Appears in
Scientific production and competences > SB - School of Basic Sciences > MATH - Institute of Mathematics > PROB - Chair of Probability
Scientific production and competences > SB - School of Basic Sciences > Mathematics
Peer-reviewed publications
Work outside EPFL
Journal Articles
Published
Scientific production and competences > SB - School of Basic Sciences > Mathematics
Peer-reviewed publications
Work outside EPFL
Journal Articles
Published
Record creation date
2008-12-01