Adapted a process which depends only on the current position and past movements of the driving processes. It is unable to see into the future
American call option a call option which can be exercised at any time up to the option expiry date
Arbitrage the making of a guaranteed risk-free profit with a trade or series of trades in the market
Arbitrage free a market which has no opportunities for risk-free profit
Arbitrage price the only price for a security that allows no arbitrage opportunity
Autoregressive of a process, that it is mean-reverting
Average the arithmetic mean of a sample
Bank account process an account which is continuously compounded at the prevailing instantaneous ...