Arbitrage Theory with State-Price Deflators

DOI10.1080/15326349.2013.808902zbMath1274.91203OpenAlexW2017077152MaRDI QIDQ2854347

Salvador Cruz Rambaud

Publication date: 18 October 2013

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349.2013.808902

zbMATH Keywords

convergencebubblemartingalearbitragestate-price deflator

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Derivative securities (option pricing, hedging, etc.) (91G20) Corporate finance (dividends, real options, etc.) (91G50)

Related Items

An approach to the absence of price bubbles through state-price deflators

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