There is no free lunch--really.
نویسنده
چکیده
منابع مشابه
Martingale Measures for Discrete Time Processes with Infinite Horizon
Let (St)t2I be an IR {valued adapted stochastic process on ( ;F ; (Ft)t2I ; P ). A basic problem, occuring notably in the analysis of securities markets, is to decide whether there is a probability measure Q on F equivalent to P such that (St)t2I is a martingale with respect to Q. It is known since the fundamental papers of Harrison{Kreps (79), Harrison{Pliska(81) and Kreps(81) that there is an...
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ورودعنوان ژورنال:
- Family practice management
دوره 20 5 شماره
صفحات -
تاریخ انتشار 2013