Market viability via absence of arbitrage of the first kind (Q693030)
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scientific article
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| English | Market viability via absence of arbitrage of the first kind |
scientific article |
Statements
Market viability via absence of arbitrage of the first kind (English)
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7 December 2012
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arbitrage of the first kind
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cheap thrills
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fundamental theorem of asset pricing
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equivalent local martingale deflators
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semimartingales
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predictable characteristics
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0.813843309879303
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0.799444854259491
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0.7972073554992676
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0.7950903177261353
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0.7886096835136414
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