ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS

DOI10.1111/J.1467-9965.1995.TB00065.XzbMath0866.90032OpenAlexW1964600040MaRDI QIDQ3126234

Publication date: 23 March 1997

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9965.1995.tb00065.x

zbMATH Keywords

supermartingales absence of arbitrage optimal hedging strategies securities markets models

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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