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An equivalent martingale measure for S is a probability measure Q equivalent to P such that S is a (Q,F)-martingale

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17y ago
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6mo ago

An equivalent martingale measure is a probability measure under which the discounted asset prices are martingales. It is used to price financial derivatives and is essential in the theory of no-arbitrage pricing in mathematical finance. By changing the probability measure, it provides a new perspective on asset pricing.

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Q: What is an equivalent martingale measure?
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Related questions

What type martingale is also known the semi-martingale?

The Irish martingale


How many different kinds of martingale are there?

there are two. standing martingale and a running martingale. both used for different reasons.


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a ring martingale is the circle that is atached to the bit


When was Fifi Martingale created?

Fifi Martingale was created in 2001.


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Stephen hawking


Can you jump in a Running Martingale My horse is 15hh and I am looking to bye her a martingale to stop her throwing her head up when she jumps?

you defiantly can! a running martingale is fine to use when riding and at competitions. it is a safe way to stop her throwing her head up


What is a raised martingale for horses?

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Is the martingale a bird?

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What is a martingale used for on Howrse?

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