WEAK AND STRONG NO-ARBITRAGE CONDITIONS FOR CONTINUOUS FINANCIAL MARKETS

DOI10.1142/S0219024915500053zbMath1337.91160arXiv1302.7192MaRDI QIDQ5245890

Claudio Fontana

Publication date: 15 April 2015

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1302.7192

zbMATH Keywords

continuous semimartingalearbitragearbitrage of the first kindmartingale deflatormarket price of riskfree lunch with vanishing riskbenchmark approach

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Actuarial science and mathematical finance (91G99)

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