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Martingale densities for general asset prices

✍ Scribed by Martin Schweizer

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A martingale characterization of equilib

✍ Aldo Rustichini; Anne P. Villamil 📂 Article 📅 2000 🏛 Springer 🌐 English ⚖ 272 KB

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✍ Young Lee; Thorsten Rheinländer 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 220 KB

A martingale theory of asset pricing in

✍ Parantap Basu 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 633 KB

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✍ John C. Cox, Jonathan E. Ingersoll, Jr. and Stephen A. Ross 📂 Article 📅 1985 🏛 John Wiley and Sons 🌐 English ⚖ 532 KB

Nonparametric Estimation of State-Price

✍ Yacine Aït-Sahalia; Andrew W. Lo 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 946 KB