Properly discounted asset prices are semimartingales (Q2024115)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Properly discounted asset prices are semimartingales |
scientific article; zbMATH DE number 7342896
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Properly discounted asset prices are semimartingales |
scientific article; zbMATH DE number 7342896 |
Statements
Properly discounted asset prices are semimartingales (English)
0 references
3 May 2021
0 references
semimartingales
0 references
absence of arbitrage
0 references
discounting
0 references
dynamic share viability
0 references
simple strategies
0 references
no-short-sales constraints
0 references
NA1 for simple strategies
0 references
supermartingale discounter
0 references
0 references
