Making no-arbitrage discounting-invariant: a new FTAP version beyond NFLVR and NUPBR (Q2170298)
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scientific article; zbMATH DE number 7578226
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| English | Making no-arbitrage discounting-invariant: a new FTAP version beyond NFLVR and NUPBR |
scientific article; zbMATH DE number 7578226 |
Statements
Making no-arbitrage discounting-invariant: a new FTAP version beyond NFLVR and NUPBR (English)
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30 August 2022
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absence of arbitrage
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maximal strategies
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semimartingales
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discounting
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NFLVR
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NUPBR
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FTAP
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\( \sigma \)-martingale discounter
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share maximal
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dynamic share viability
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Black-Scholes model
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0.8076895475387573
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0.7909902334213257
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0.7798818349838257
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0.7754311561584473
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0.7667410969734192
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