scientific article; zbMATH DE number 1069535

zbMATH Open0898.90021MaRDI QIDQ4356493FDOQ4356493

Authors: Albert N. Shiryaev, Alexander Melnikov 

Publication date: 1 October 1997

Title of this publication is not available (Why is that?)

Recommendations

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zbMATH Keywords

arbitragefinancial marketsemimartingale model

Mathematics Subject Classification ID

Cited In (17)

• General matrix-valued inhomogeneous linear stochastic differential equations and applications
• Séminaire de Probabilités XXXVIII
• Stable distributions and the term structure of interest rates
• Mean‐Reverting Market Model: Speculative Opportunities and Non‐Arbitrage
• No arbitrage in continuous financial markets
• Non-arbitrage criteria for financial markets with efficient friction
• A complement to the Grigoriev theorem for the Kabanov model
• Deterministic criteria for the absence and existence of arbitrage in multi-dimensional diffusion markets
• Banach geometry of financial market models
• Title not available (Why is that?)
• Efficient hedging currency options in fractional Brownian motion model with jumps
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• No arbitrage and multiplicative special semimartingales
• Note on no-arbitrage criteria
• Nonlinear stochastic integrals for hyperfinite Lévy processes
• Absence of arbitrage in markets with infinitely many assets
• Geometric criterion for a robust condition of no sure arbitrage with unlimited profit

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