Robust no-arbitrage under projective determinacy

DOI10.1007/S11579-025-00406-1MaRDI QIDQ6876163zbMATH OpenFDO

Authors Alexandre Boistard, Laurence Carassus, Safae Issaoui

Publication date 13 January 2026

Published in Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11579-025-00406-1

zbMATH Keywords

projective determinacyprojective functionprojective setquasi-sure no-arbitragerobust finance

Mathematics Subject Classification ID

Determinacy principles (03E60) Financial markets (91G15)

Cites work

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• Set-Valued Measures
• Stochastic optimal control. The discrete time case
• The continuum hypothesis. I
• Universal arbitrage aggregator in discrete-time markets under uncertainty
• Variational Analysis

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