Zur Beziehung zwischen Barwertmodell, Fair Game Modell und Martingalmodell: Eine Übersicht

Alt, Raimund (January 1994) Zur Beziehung zwischen Barwertmodell, Fair Game Modell und Martingalmodell: Eine Übersicht. Forschungsberichte / Research Memoranda 339

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Summary: This paper presents an overview of the relationships between the present value model, the fair game model and the martingale model. Special attention is given to the economic and mathematical assumptions of these models. In addition to the well known transversality condition we give another condition which also guarantees the equivalence of the above mentioned models .;

Item Type: IHS Series
Status: Published
Date Deposited: 26 Sep 2014 10:35
Last Modified: 01 Apr 2016 14:09
URI: http://irihs.ihs.ac.at/id/eprint/717

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