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Chapter title |
The No-Arbitrage Property under a Change of Numéraire (1995)
|
---|---|
Chapter number | 11 |
Book title |
The Mathematics of Arbitrage
|
Published by |
Springer, Berlin, Heidelberg, January 2006
|
DOI | 10.1007/978-3-540-31299-4_11 |
Book ISBNs |
978-3-54-021992-7, 978-3-54-031299-4
|
Authors |
Freddy Delbaen, Walter Schachermayer |