No Arbitrage and General Semimartingales (Q3626713)

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No Arbitrage and General Semimartingales
scientific article

    Statements

    title
    No Arbitrage and General Semimartingales (English)
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    author
    Philip E. Protter
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    Kazuhiro Shimbo
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    publication date
    22 May 2009
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    zbMATH Keywords
    semimartingales
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    jump processes
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    No Free Lunch with Vanishing Risk
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    equivalent \(\sigma\)-martingale measure
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    Novikov's criterion
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    Identifiers

    Mathematics Subject Classification ID
    60G44
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    60G48
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    91G10
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    91G99
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    zbMATH DE Number
    5556743
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