Open AccessDescription of Incomplete Financial Markets for Time Evolution of Risk Assets
Author(s) -
N. S. Gonchar
Publication year - 2019
Publication title -
advances in pure mathematics
Language(s) - English
Resource type - Journals
eISSN - 2160-0368
pISSN - 2160-0384
DOI - 10.4236/apm.2019.96029
Subject(s) - mathematics , martingale (probability theory) , martingale representation theorem , local martingale , mathematical finance , doob's martingale inequality , contraction (grammar) , mathematical economics , brownian motion , geometric brownian motion , finance , economics , statistics , diffusion process , medicine , economy , service (business)
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