On Arbitrage-Free Pricing in Numeraire-Free Markets: With Applications to Forex and Cryptocurrency

DOI10.1007/978-981-15-8373-5_2zbMATH Open1460.91300OpenAlexW3127765797MaRDI QIDQ5855887FDOQ5855887

J. Mostovoy, Tomas Dominguez, L. Seco

Publication date: 22 March 2021

Published in: Financial Mathematics and Fintech (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-981-15-8373-5_2

zbMATH Keywords

arbitrage-free pricingnumeraireforex and cryptocurrency markets

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Actuarial science and mathematical finance (91G99)

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