No Arbitrage and General Semimartingales (Q3626713)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No Arbitrage and General Semimartingales |
scientific article |
Statements
No Arbitrage and General Semimartingales (English)
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22 May 2009
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semimartingales
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jump processes
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No Free Lunch with Vanishing Risk
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equivalent \(\sigma\)-martingale measure
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Novikov's criterion
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