Market viability via absence of arbitrage of the first kind
From MaRDI portal
Publication:693030
DOI10.1007/s00780-012-0172-5zbMath1254.91743arXiv0904.1798MaRDI QIDQ693030
Publication date: 7 December 2012
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0904.1798
semimartingales; fundamental theorem of asset pricing; arbitrage of the first kind; predictable characteristics; cheap thrills; equivalent local martingale deflators
91B70: Stochastic models in economics
60G44: Martingales with continuous parameter
60H99: Stochastic analysis
91G50: Corporate finance (dividends, real options, etc.)
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