WEAK AND STRONG NO-ARBITRAGE CONDITIONS FOR CONTINUOUS FINANCIAL MARKETS
نویسندگان
چکیده
منابع مشابه
Weak and strong no-arbitrage conditions for continuous financial markets
We propose a uni ed analysis of a whole spectrum of no-arbitrage conditions for nancial market models based on continuous semimartingales. In particular, we focus on no-arbitrage conditions weaker than the classical notions of No Arbitrage and No Free Lunch with Vanishing Risk. We provide a complete characterisation of all no-arbitrage conditions, linking their validity to the existence and to ...
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ژورنال
عنوان ژورنال: International Journal of Theoretical and Applied Finance
سال: 2015
ISSN: 0219-0249,1793-6322
DOI: 10.1142/s0219024915500053