Martingales and arbitrage: a new look.

Alejandro Balbás; Pedro Jiménez-Guerra

RACSAM (2009)

  • Volume: 103, Issue: 2, page 265-275
  • ISSN: 1578-7303

How to cite

top

Balbás, Alejandro, and Jiménez-Guerra, Pedro. "Martingales and arbitrage: a new look.." RACSAM 103.2 (2009): 265-275. <http://eudml.org/doc/43693>.

@article{Balbás2009,
author = {Balbás, Alejandro, Jiménez-Guerra, Pedro},
journal = {RACSAM},
keywords = {arbitrage; martingale measure; projective system},
language = {eng},
number = {2},
pages = {265-275},
title = {Martingales and arbitrage: a new look.},
url = {http://eudml.org/doc/43693},
volume = {103},
year = {2009},
}

TY - JOUR
AU - Balbás, Alejandro
AU - Jiménez-Guerra, Pedro
TI - Martingales and arbitrage: a new look.
JO - RACSAM
PY - 2009
VL - 103
IS - 2
SP - 265
EP - 275
LA - eng
KW - arbitrage; martingale measure; projective system
UR - http://eudml.org/doc/43693
ER -

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.