2024-03-28T20:51:23Z
https://oai.zbmath.org/v1/
oai:zbmath.org:6338764
2014-09-02T09:58:19Z
60
91
Fontana, Claudio; Grbac, Zorana; Jeanblanc, Monique; Li, Qinghua
2014
6338764
English
Elsevier (North-Holland), Amsterdam
https://zbmath.org/06338764
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Stochastic Processes Appl. 124, No. 9, 3009-3030 (2014).
60G44; 60G40; 91B25; 60J65; 91B70; 91G10
Information, no-arbitrage and completeness for asset price models with a change point
j