Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices (Q1739058)
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scientific article; zbMATH DE number 7047634
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices |
scientific article; zbMATH DE number 7047634 |
Statements
Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices (English)
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24 April 2019
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equivalent supermartingale measures
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no free lunch with vanishing risk
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short-sales constraints
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converging asset prices
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