No arbitrage condition for positive diffusion price processes

DOI10.1023/A:1024173029378zbMath1074.91014OpenAlexW30805069MaRDI QIDQ1421688

Freddy Delbaen, Hiroshi Shirakawa

Publication date: 3 February 2004

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1024173029378

zbMATH Keywords

equivalent martingale measurearbitrageRay-Knight theorem

Mathematics Subject Classification ID

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