Generalized supermartingale deflators under limited information (Q4906519)
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scientific article; zbMATH DE number 6139573
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| English | Generalized supermartingale deflators under limited information |
scientific article; zbMATH DE number 6139573 |
Statements
GENERALIZED SUPERMARTINGALE DEFLATORS UNDER LIMITED INFORMATION (English)
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28 February 2013
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limited information
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generalized supermartingales
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boundedness in probability
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arbitrages of the first kind
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fundamental theorem of asset pricing
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0.7958515286445618
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0.7804484367370605
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0.7613925337791443
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0.7563679218292236
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0.7465255856513977
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