Local martingales, arbitrage, and viability. Free snacks and cheap thrills (Q1580787): Difference between revisions

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Latest revision as of 17:42, 21 March 2024

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Local martingales, arbitrage, and viability. Free snacks and cheap thrills
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    Local martingales, arbitrage, and viability. Free snacks and cheap thrills (English)
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    2000
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    arbitrage
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    viability
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    wealth constraints
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    continuous-time financial markets
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    equivalent martingale measures
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