The Existence of Absolutely Continuous Local Martingale Measures

The Existence of Absolutely Continuous Local Martingale Measures

Walter Schachermayer (ORCID: 0000-0002-3448-9196)

Wissenschaftsdisziplinen

Mathematik (80%); Wirtschaftswissenschaften (20%)

Keywords

    Arbitrage Equivalent Martingale Measure Stochastic Integrals Hedging Minimal Norm Problem, Arbitrage, Equivalent Martingal, Hedging, Minimal Norm Problem, Stochastic Integrals

Forschungsstätte(n)