Market viability via absence of arbitrage of the first kind

DOI10.1007/s00780-012-0172-5zbMath1254.91743arXiv0904.1798OpenAlexW2099593114MaRDI QIDQ693030

Constantinos Kardaras

Publication date: 7 December 2012

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0904.1798

zbMATH Keywords

semimartingalesfundamental theorem of asset pricingarbitrage of the first kindpredictable characteristicscheap thrillsequivalent local martingale deflators

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Martingales with continuous parameter (60G44) Stochastic analysis (60H99) Corporate finance (dividends, real options, etc.) (91G50)

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