Arbitrage opportunities in diverse markets via a non-equivalent measure change (Q665725): Difference between revisions

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+https://doi.org/10.1007/s10436-006-0037-z
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+W2049014086
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@@ Property / cites work @@
+Arbitrage possibilities in Bessel processes and their relations to local martingales
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+On the diversity of equity markets
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+Equity portfolios generated by functions of ranked market weights
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+Diversity and relative arbitrage in equity markets
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+Optional decompositions under constraints
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+Calcul stochastique et problèmes de martingales
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+Transformation des martingales locales par changement absolument continu de probabilities
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