Consistent price systems in multiasset markets
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Publication:448327
DOI10.1155/2012/687376zbMath1282.91112WikidataQ58689573 ScholiaQ58689573MaRDI QIDQ448327
Publication date: 6 September 2012
Published in: International Journal of Stochastic Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/687376
91B24: Microeconomic theory (price theory and economic markets)
60H30: Applications of stochastic analysis (to PDEs, etc.)
60G40: Stopping times; optimal stopping problems; gambling theory
60G44: Martingales with continuous parameter
91G80: Financial applications of other theories
Related Items
Absence of arbitrage in a general framework, Hedging, arbitrage and optimality with superlinear frictions, Diversity and No Arbitrage
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