Properly discounted asset prices are semimartingales (Q2024115)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Properly discounted asset prices are semimartingales |
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Properly discounted asset prices are semimartingales (English)
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3 May 2021
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semimartingales
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absence of arbitrage
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discounting
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dynamic share viability
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simple strategies
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no-short-sales constraints
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NA1 for simple strategies
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supermartingale discounter
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