On arbitrages arising with honest times (Q457179): Difference between revisions
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| Property / author: Monique Jeanblanc-Picqué / rank | |||
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Latest revision as of 15:07, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On arbitrages arising with honest times |
scientific article |
Statements
On arbitrages arising with honest times (English)
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26 September 2014
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honest time
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progressive enlargement of filtrations
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arbitrage
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free lunch with vanishing risk
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local martingale deflator
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