Explicit description of all deflators for market models under random horizon with applications to NFLVR (Q2157327)
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English | Explicit description of all deflators for market models under random horizon with applications to NFLVR |
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Explicit description of all deflators for market models under random horizon with applications to NFLVR (English)
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27 July 2022
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deflators
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random horizon
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progressive enlargement of filtration
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semimartingale models
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arbitrage theory
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no-free-lunch-with-vanishing-risk (NFLVR)
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