scientific article; zbMATH DE number 1069535

MaRDI QIDQ4356493zbMATH OpenFDO

Authors Albert N. Shiryaev, Alexander Melnikov

Publication date 1 October 1997

zbMATH Keywords

arbitragefinancial marketsemimartingale model

Mathematics Subject Classification ID

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• Stable distributions and the term structure of interest rates
• Mean‐Reverting Market Model: Speculative Opportunities and Non‐Arbitrage
• No arbitrage in continuous financial markets
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• A complement to the Grigoriev theorem for the Kabanov model
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• Banach geometry of financial market models
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• No arbitrage and multiplicative special semimartingales
• Nonlinear stochastic integrals for hyperfinite Lévy processes
• Note on no-arbitrage criteria
• 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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