No Arbitrage and General Semimartingales
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Publication:3626713
DOI10.1214/074921708000000426zbMath1179.60022OpenAlexW1480485137MaRDI QIDQ3626713
Kazuhiro Shimbo, Philip E. Protter
Publication date: 22 May 2009
Published in: Institute of Mathematical Statistics Collections (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/074921708000000426
semimartingalesjump processesequivalent \(\sigma\)-martingale measureNo Free Lunch with Vanishing RiskNovikov's criterion
Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Portfolio theory (91G10) Actuarial science and mathematical finance (91G99)
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