Deterministic criteria for the absence of arbitrage in~one-dimensional diffusion models (Q1761439)

From MaRDI portal
Revision as of 07:15, 1 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Deterministic criteria for the absence of arbitrage in~one-dimensional diffusion models
scientific article

    Statements

    Deterministic criteria for the absence of arbitrage in~one-dimensional diffusion models (English)
    0 references
    0 references
    0 references
    15 November 2012
    0 references
    free lunch with vanishing risk
    0 references
    generalised arbitrage
    0 references
    relative arbitrage
    0 references
    one-dimensional diffusions
    0 references

    Identifiers