Supermartingale deflators in the absence of a numéraire (Q2230766)
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scientific article
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| English | Supermartingale deflators in the absence of a numéraire |
scientific article |
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Supermartingale deflators in the absence of a numéraire (English)
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28 September 2021
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supermartingale deflator
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absence of a numéraire
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NUPBR
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fundamental theorem of asset pricing
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arbitrage of first kind
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0.8534267544746399
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0.7958515286445618
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0.7865064740180969
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0.7826786041259766
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0.7812552452087402
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