Expensive martingales

Quantitative Finance

Volumn 6, Issue 3, 2006, Pages 207-218

  Buehler, Hans ^a,b  

^a DEUTSCHE BANK AG   (Germany)

^b TECHNISCHE UNIVERSITÄT BERLIN   (Germany)

Author keywords

Arbitrage; Forward start options; Marginal distribution; Transition kernel

Indexed keywords

EID: 33646695148     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697680600668071     Document Type: Review

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