TRAJECTORY-BASED MODELS, ARBITRAGE AND CONTINUITY (Q2806359)

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TRAJECTORY-BASED MODELS, ARBITRAGE AND CONTINUITY
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    TRAJECTORY-BASED MODELS, ARBITRAGE AND CONTINUITY (English)
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    17 May 2016
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    trajectory-based models and stopping times
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    local continuity
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    nonsemimartingale processes
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    free lunch with vanishing risk
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