No-arbitrage under additional information for thin semimartingale models (Q2274293)
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scientific article; zbMATH DE number 7107496
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| English | No-arbitrage under additional information for thin semimartingale models |
scientific article; zbMATH DE number 7107496 |
Statements
No-arbitrage under additional information for thin semimartingale models (English)
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19 September 2019
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no-unbounded-profit-with-bounded-risk
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arbitrage
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progressive enlargement of filtration
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random horizon
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honest time
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local martingale deflator
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thin semimartingales
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0.8585139513015747
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0.8578147292137146
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0.8452574014663696
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0.839424192905426
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