Matches in DBpedia 2014 for { <http://dbpedia.org/resource/Consistent_pricing_process> ?p ?o. }
Showing items 1 to 13 of
13
with 100 items per page.
- Consistent_pricing_process abstract "A consistent pricing process (CPP) is any representation of (frictionless) "prices" of assets in a market. It is a stochastic process in a filtered probability space such that at time the component can be thought of as a price for the asset. Mathematically, a CPP in a market with d-assets is an adapted process in if Z is a martingale with respect to the physical probability measure , and if at all times such that is the solvency cone for the market at time .The CPP plays the role of an equivalent martingale measure in markets with transaction costs. In particular, there exists a 1-to-1 correspondence between the CPP and the EMM .[citation needed]".
- Consistent_pricing_process wikiPageID "28931489".
- Consistent_pricing_process wikiPageRevisionID "576742697".
- Consistent_pricing_process hasPhotoCollection Consistent_pricing_process.
- Consistent_pricing_process subject Category:Financial_risk.
- Consistent_pricing_process subject Category:Mathematical_finance.
- Consistent_pricing_process comment "A consistent pricing process (CPP) is any representation of (frictionless) "prices" of assets in a market. It is a stochastic process in a filtered probability space such that at time the component can be thought of as a price for the asset.".
- Consistent_pricing_process label "Consistent pricing process".
- Consistent_pricing_process sameAs m.0dgrj0s.
- Consistent_pricing_process sameAs Q5163230.
- Consistent_pricing_process sameAs Q5163230.
- Consistent_pricing_process wasDerivedFrom Consistent_pricing_process?oldid=576742697.
- Consistent_pricing_process isPrimaryTopicOf Consistent_pricing_process.