NO-FREE-LUNCH EQUIVALENCES FOR EXPONENTIAL LÉVY MODELS UNDER CONVEX CONSTRAINTS ON INVESTMENT (Q3393967): Difference between revisions

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Latest revision as of 21:42, 1 July 2024

scientific article
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NO-FREE-LUNCH EQUIVALENCES FOR EXPONENTIAL LÉVY MODELS UNDER CONVEX CONSTRAINTS ON INVESTMENT
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    NO-FREE-LUNCH EQUIVALENCES FOR EXPONENTIAL LÉVY MODELS UNDER CONVEX CONSTRAINTS ON INVESTMENT (English)
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    28 August 2009
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    exponential Lévy models
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    free lunches
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    convex constraints
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    fundamental theorem of asset pricing
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    supermartingale deflators
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    equivalent martingale measure
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