A necessary and sufficient condition for absence of arbitrage with tame portfolios (Q1916476)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A necessary and sufficient condition for absence of arbitrage with tame portfolios |
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A necessary and sufficient condition for absence of arbitrage with tame portfolios (English)
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26 September 1996
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financial market
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absence of arbitrage
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tame portfolios
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equivalent martingale measure
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absence of approximate arbitrage
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