GENERALIZED SUPERMARTINGALE DEFLATORS UNDER LIMITED INFORMATION (Q4906519): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 0904.2913 / rank | |||
Normal rank | |||
Revision as of 21:27, 19 April 2024
scientific article; zbMATH DE number 6139573
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GENERALIZED SUPERMARTINGALE DEFLATORS UNDER LIMITED INFORMATION |
scientific article; zbMATH DE number 6139573 |
Statements
GENERALIZED SUPERMARTINGALE DEFLATORS UNDER LIMITED INFORMATION (English)
0 references
28 February 2013
0 references
limited information
0 references
generalized supermartingales
0 references
boundedness in probability
0 references
arbitrages of the first kind
0 references
fundamental theorem of asset pricing
0 references
