A note on the no arbitrage condition for international financial markets

DOI10.1007/BF02425803MaRDI QIDQ1000412zbMATH OpenOpenAlexFDO

Authors Freddy Delbaen, Hiroshi Shirakawa

Publication date 6 February 2009

Published in Financial Engineering and the Japanese Markets (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02425803

zbMATH Keywords

basket currencymartingale measuremulti-currencyno arbitragenuméraire

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cites work

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Cited in

(10)

• \(\mathcal E\)-martingales and their applications in mathematical finance
• No arbitrage between economies and correlation risk management
• Note on no-arbitrage criteria
• Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets
• No arbitrage condition for financial market with inflation
• A note on the condition of no unbounded profit with bounded risk
• Reproducing kernel Hilbert space based on special integrable semimartingales and stochastic integration
• EQUILIBRIUM CONDITIONS OF FORWARD EXCHANGE MARKET EXPRESSED IN A SIMPLE GEOMETRIC STRUCTURE
• On arbitrage-free pricing in numeraire-free markets: with applications to forex and cryptocurrency
• No-arbitrage in a numéraire-independent modeling framework

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