On arbitrages arising with honest times (Q457179): Difference between revisions
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| Property / author | |||
| Property / author: Monique Jeanblanc-Picqué / rank | |||
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| Property / author: Monique Jeanblanc-Picqué / rank | |||
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| Property / Mathematics Subject Classification ID: 60G40 / rank | |||
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| Property / Mathematics Subject Classification ID: 91G10 / rank | |||
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| Property / Mathematics Subject Classification ID: 91G80 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G44 / rank | |||
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| Property / Mathematics Subject Classification ID: 91B44 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6348472 / rank | |||
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| Property / zbMATH Keywords | |||
honest time | |||
| Property / zbMATH Keywords: honest time / rank | |||
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progressive enlargement of filtrations | |||
| Property / zbMATH Keywords: progressive enlargement of filtrations / rank | |||
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| Property / zbMATH Keywords | |||
arbitrage | |||
| Property / zbMATH Keywords: arbitrage / rank | |||
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| Property / zbMATH Keywords | |||
free lunch with vanishing risk | |||
| Property / zbMATH Keywords: free lunch with vanishing risk / rank | |||
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| Property / zbMATH Keywords | |||
local martingale deflator | |||
| Property / zbMATH Keywords: local martingale deflator / rank | |||
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| Property / Wikidata QID | |||
| Property / Wikidata QID: Q109044693 / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2013932684 / rank | |||
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| Property / arXiv ID: 1207.1759 / rank | |||
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| links / mardi / name | links / mardi / name | ||
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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