A Note on the Existence of Unique Equivalent Martingale Measures in a Markovian Setting

Finance and Stochastics - Germany
doi 10.1007/s007800050024
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Springer Science and Business Media LLC

Related search

Equivalent Martingale Measures and Lévy Processes

Revista Brasileira de Economia
EconomicsEconometricsFinance
2006English

A Characterization of Equivalent Martingale Measures in a Renewal Risk Model With Applications to Premium Calculation Principles

Modern Stochastics: Theory and Applications
ModelingStatisticsUncertaintyProbabilitySimulation
2020English

A Note on Some Inequalities of Martingale Sharp Functions

Mathematical Inequalities and Applications
MathematicsApplied Mathematics
2013English

A Note on the Disintegration of Measures

Proceedings of the American Mathematical Society
MathematicsApplied Mathematics
1978English

A Note on Invariant Measures

Opuscula Mathematica
Mathematics
2011English

A Review on Unique Existence Theorems in Lightlike Geometry

Geometry
2014English

A Final Note on the Existence of Event Horizons

Physics Today
AstronomyPhysics
2014English

A Note on Construction of the Equivalent Plastic Strain Increment

Journal of Research of the National Bureau of Standards, Section C: Engineering and Instrumentation
1972English

A Note on the Convolution of Regular Measures.

Mathematica Scandinavica
Mathematics
1959English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy