No Arbitrage and General Semimartingales
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Publication:3626713
DOI10.1214/074921708000000426zbMath1179.60022MaRDI QIDQ3626713
Kazuhiro Shimbo, Philip E. Protter
Publication date: 22 May 2009
Published in: Institute of Mathematical Statistics Collections (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/074921708000000426
semimartingales; jump processes; equivalent \(\sigma\)-martingale measure; No Free Lunch with Vanishing Risk; Novikov's criterion
60G48: Generalizations of martingales
60G44: Martingales with continuous parameter
91G10: Portfolio theory
91G99: Actuarial science and mathematical finance
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