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