Binomial financial market in context of algebra of stochastic exponents and martingales
Research output: Working paper › Research
Standard
Binomial financial market in context of algebra of stochastic exponents and martingales. / Melnikov, Alexander V.
København : Lab. of Actuarial Math. Univ. of Copenhagen, 1999. p. 10.Research output: Working paper › Research
Harvard
Melnikov, AV 1999 'Binomial financial market in context of algebra of stochastic exponents and martingales' Lab. of Actuarial Math. Univ. of Copenhagen, København, pp. 10.
APA
Melnikov, A. V. (1999). Binomial financial market in context of algebra of stochastic exponents and martingales. (pp. 10). Lab. of Actuarial Math. Univ. of Copenhagen.
Vancouver
Melnikov AV. Binomial financial market in context of algebra of stochastic exponents and martingales. København: Lab. of Actuarial Math. Univ. of Copenhagen. 1999, p. 10.
Author
Bibtex
@techreport{6dd59ba074c011dbbee902004c4f4f50,
title = "Binomial financial market in context of algebra of stochastic exponents and martingales",
author = "Melnikov, {Alexander V.}",
note = "ISBN 87-7834-322-4",
year = "1999",
language = "English",
pages = "10",
publisher = "Lab. of Actuarial Math. Univ. of Copenhagen",
type = "WorkingPaper",
institution = "Lab. of Actuarial Math. Univ. of Copenhagen",
}
RIS
TY - UNPB
T1 - Binomial financial market in context of algebra of stochastic exponents and martingales
AU - Melnikov, Alexander V.
N1 - ISBN 87-7834-322-4
PY - 1999
Y1 - 1999
M3 - Working paper
SP - 10
BT - Binomial financial market in context of algebra of stochastic exponents and martingales
PB - Lab. of Actuarial Math. Univ. of Copenhagen
CY - København
ER -
ID: 45568