NO-FREE-LUNCH EQUIVALENCES FOR EXPONENTIAL LÉVY MODELS UNDER CONVEX CONSTRAINTS ON INVESTMENT (Q3393967)
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scientific article; zbMATH DE number 5599331
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| English | NO-FREE-LUNCH EQUIVALENCES FOR EXPONENTIAL LÉVY MODELS UNDER CONVEX CONSTRAINTS ON INVESTMENT |
scientific article; zbMATH DE number 5599331 |
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NO-FREE-LUNCH EQUIVALENCES FOR EXPONENTIAL LÉVY MODELS UNDER CONVEX CONSTRAINTS ON INVESTMENT (English)
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28 August 2009
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exponential Lévy models
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free lunches
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convex constraints
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fundamental theorem of asset pricing
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supermartingale deflators
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equivalent martingale measure
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0.7597127556800842
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0.7383926510810852
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0.7358756065368652
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0.731093168258667
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