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1. Modeling a financial market
The natural framework is to consider a probabilized space in order to take into account the hazards and uncertainty observed on financial markets. We therefore consider a
whose elements
ω are the possible future market states between
t = 0 (today) and a future horizon, say a date
T > 0. It is clearly impossible to simply describe a state
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Modeling a financial market
No arbitration opportunity condition
Bibliography
- (1) - BAPTISTE (J.), CARASSUS (L.), LÉPINETTE (E.) - Pricing without martingale measure - (2020). https://hal.archives-ouvertes.fr/hal-01774150 .
- (2) - BAPTISTE...
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