No-arbitrage for informational discrete time market models (Q2974884)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | No-arbitrage for informational discrete time market models |
scientific article |
Statements
No-arbitrage for informational discrete time market models (English)
0 references
11 April 2017
0 references
arbitrage
0 references
martingale measures
0 references
discrete time models
0 references
random horizon
0 references
honest time
0 references
progressive and initial enlargements of filtration
0 references