Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices (Q1739058)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices |
scientific article |
Statements
Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices (English)
0 references
24 April 2019
0 references
equivalent supermartingale measures
0 references
no free lunch with vanishing risk
0 references
short-sales constraints
0 references
converging asset prices
0 references
