ARBITRAGE AND FREE LUNCH WITH BOUNDED RISK FOR UNBOUNDED CONTINUOUS PROCESSES
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Publication:4372043
DOI10.1111/j.1467-9965.1994.tb00063.xzbMath0884.90024MaRDI QIDQ4372043
Walter Schachermayer, Freddy Delbaen
Publication date: 21 January 1998
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.1994.tb00063.x
Bessel process; martingale; arbitrage; local martingale; risk-neutral measure; bounded risk; no free lunch
91B62: Economic growth models
60G35: Signal detection and filtering (aspects of stochastic processes)
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Cites Work
