TRAJECTORY-BASED MODELS, ARBITRAGE AND CONTINUITY
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Publication:2806359
DOI10.1142/S0219024916500151zbMath1348.91246arXiv1403.5685OpenAlexW2134389094MaRDI QIDQ2806359
Alexander Alvarez, Sebastian E. Ferrando
Publication date: 17 May 2016
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.5685
free lunch with vanishing risklocal continuitynonsemimartingale processestrajectory-based models and stopping times
Applications of stochastic analysis (to PDEs, etc.) (60H30) Stopping times; optimal stopping problems; gambling theory (60G40) Portfolio theory (91G10)
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