No free lunch for markets with multiple numéraires (Q2686002)
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scientific article; zbMATH DE number 7656953
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | No free lunch for markets with multiple numéraires |
scientific article; zbMATH DE number 7656953 |
Statements
No free lunch for markets with multiple numéraires (English)
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24 February 2023
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multiple numéraires
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no free lunch
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martingale measure
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superreplication price
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illiquidity
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multicurve model
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0.7779549956321716
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0.769146740436554
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0.7647318840026855
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0.7579042315483093
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