The Banach space of workable contingent claims in arbitrage theory

Annales de l'institut Henri Poincare (B) Probability and Statistics

Volumn 33, Issue 1, 1997, Pages 113-144

  Delbaen, Freddy ^a   Schachermayer, Walter ^a  

^a NONE

Author keywords

Arbitrage; Equivalent martingale measure; Local martingale; Martingale; Mathematical finance; Representing measure; Risk neutral measure; Stochastic integration

Indexed keywords

EID: 0031521423     PISSN: 02460203     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0246-0203(97)80118-5     Document Type: Article

References (14)

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