GENERALIZED SUPERMARTINGALE DEFLATORS UNDER LIMITED INFORMATION (Q4906519): Difference between revisions
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Revision as of 18:58, 5 March 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)
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28 February 2013
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limited information
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generalized supermartingales
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boundedness in probability
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arbitrages of the first kind
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fundamental theorem of asset pricing
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