Supermartingale deflators in the absence of a numéraire (Q2230766): Difference between revisions

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Revision as of 07:23, 5 March 2024

scientific article
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Supermartingale deflators in the absence of a numéraire
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    Supermartingale deflators in the absence of a numéraire (English)
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    28 September 2021
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    supermartingale deflator
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    absence of a numéraire
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    NUPBR
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    fundamental theorem of asset pricing
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    arbitrage of first kind
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