OpenAlex | On the existence and characterization of arbitrage–free measure in contingent claim valuation

On the existence and characterization of arbitrage–free measure in contingent claim valuation

Work

Year: 1994

Type: article

Source: Stochastic Analysis and Applications

Authors Norbert Christopeit, Marek Musiela

Cites: 18

Cited by: 7

Related to: 10

FWCI: 1.772

Citation percentile (by year/subfield): 71.24

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed