Lokalni martingali in fundamentalni izrek vrednotenja premoženja v diskretnem času : delo diplomskega seminarja

Skok, Simon (author), Bernik, Janez (mentor)

• Language: Slovenian
• Keywords: matematika, lokalni martingali, arbitraža, polnost trga, ekvivalentna martingalska verjetnost
• Work type: Final seminar paper
• Typology: 2.11 - Undergraduate Thesis
• Organization: FMF - Faculty of Mathematics and Physics
• Place of publishing: Ljubljana
• Publisher: [S. Skok]
• Year: 2012
• Number of pages: 30 str.
• PID: 20.500.12556/RUL-96908
• UDC: 519.2
• COBISS.SI-ID: 16615257
• Publication date in RUL: 17.10.2017

Secondary language

• Language: English
• Title: Local martingales and the fundamental asset pricing theorems in the discrete time case
• Keywords: mathematics, local martingales, arbitrage, complete models, equivalent martingale measure