On arbitrages arising with honest times (Q457179): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Created claim: Wikidata QID (P12): Q109044693, #quickstatements; #temporary_batch_1707337057885 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q109044693 / rank | |||
Normal rank | |||
Revision as of 22:24, 7 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On arbitrages arising with honest times |
scientific article |
Statements
On arbitrages arising with honest times (English)
0 references
26 September 2014
0 references
honest time
0 references
progressive enlargement of filtrations
0 references
arbitrage
0 references
free lunch with vanishing risk
0 references
local martingale deflator
0 references
