Numeraire invariance, change of measure, and pricing by arbitrage in continuous-time financial models

Authors
Jorgensen, PL Raaballe, J
Citation
Pl. Jorgensen et J. Raaballe, Numeraire invariance, change of measure, and pricing by arbitrage in continuous-time financial models, ADV FUT OPT, 10, 1999, pp. 43-65
Categorie Soggetti
Current Book Contents
Journal title
ADVANCES IN FUTURES AND OPTIONS RESEARCH, VOL 10 - 1999 → ACNP
Volume
10
Year of publication
1999
Pages
43 - 65
Database
ISI
SICI code