مرکز منطقه ای اطلاع رساني علوم و فناوري - Projective system approach to the martingale characterization of the absence of arbitrage

Title of article :

Projective system approach to the martingale characterization of the absence of arbitrage

Author/Authors :

Alejandro Balb?s، نويسنده , , Miguel ?ngel Mir?s، نويسنده , , Mar?a José Mu?oz-Bouzo، نويسنده ,

Issue Information :

ماهنامه با شماره پیاپی سال 2002

Pages :

From page :

311

To page :

323

Keywords :

Absence of arbitrage , martingale measure , Asset pricing , Projective systems , Perfect measures

Journal title :

Journal of Mathematical Economics

Serial Year :

2002

Journal title :

Journal of Mathematical Economics

Record number :

155844

Link To Document :