Deterministic criteria for the absence of arbitrage in~one-dimensional diffusion models (Q1761439): Difference between revisions

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Property / author: Mikhail A. Urusov / rank
 
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Property / arXiv ID: 1005.1861 / rank
 
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Latest revision as of 20:51, 5 July 2024

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Deterministic criteria for the absence of arbitrage in~one-dimensional diffusion models
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    Deterministic criteria for the absence of arbitrage in~one-dimensional diffusion models (English)
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    15 November 2012
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    free lunch with vanishing risk
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    generalised arbitrage
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    relative arbitrage
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    one-dimensional diffusions
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