Arbitrage in skew Brownian motion models (Q2427806)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage in skew Brownian motion models |
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Arbitrage in skew Brownian motion models (English)
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18 April 2012
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skew Brownian motion
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semimartingale
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asymmetric returns
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no free lunch with vanishing risk
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no arbitrage
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absolute continuity
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