A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing (Q2811116)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing |
scientific article |
Statements
A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing (English)
0 references
10 June 2016
0 references
arbitrage
0 references
fundamental theorem of asset pricing
0 references
Itô-process
0 references
complete market
0 references
equivalent local martingale measure
0 references
martingale deflator
0 references
0 references