On arbitrages arising with honest times (Q457179)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On arbitrages arising with honest times |
scientific article |
Statements
On arbitrages arising with honest times (English)
0 references
26 September 2014
0 references
honest time
0 references
progressive enlargement of filtrations
0 references
arbitrage
0 references
free lunch with vanishing risk
0 references
local martingale deflator
0 references
