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)