On arbitrages arising with honest times (Q457179)

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On arbitrages arising with honest times
scientific article

    Statements

    title
    On arbitrages arising with honest times (English)
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    author
    Claudio Fontana
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    Shiqi Song
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    publication date
    26 September 2014
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    zbMATH Keywords
    honest time
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    progressive enlargement of filtrations
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    arbitrage
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    free lunch with vanishing risk
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    local martingale deflator
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    Identifiers

    Mathematics Subject Classification ID
    60G40
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    91G10
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    91G80
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    60G44
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    91B44
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    zbMATH DE Number
    6348472
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    Wikidata QID
    Q109044693
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