Statements (16)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
|
| gptkbp:appliesTo |
continuous-time financial markets
discrete-time financial markets |
| gptkbp:describes |
relationship between no-arbitrage and existence of equivalent martingale measure
|
| gptkbp:field |
gptkb:probability_theory
mathematical finance |
| https://www.w3.org/2000/01/rdf-schema#label |
Harrison–Pliska theorem
|
| gptkbp:namedAfter |
J. Michael Harrison
Stanley R. Pliska |
| gptkbp:publicationYear |
1981
|
| gptkbp:publishedIn |
gptkb:Stochastic_Processes_and_their_Applications
|
| gptkbp:topic |
gptkb:fundamental_theorem_of_asset_pricing
arbitrage-free pricing martingale measures |
| gptkbp:bfsParent |
gptkb:Delbaen–Schachermayer_theorem
|
| gptkbp:bfsLayer |
6
|