Explicit description of all deflators for market models under random horizon with applications to NFLVR (Q2157327)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit description of all deflators for market models under random horizon with applications to NFLVR |
scientific article |
Statements
Explicit description of all deflators for market models under random horizon with applications to NFLVR (English)
0 references
27 July 2022
0 references
deflators
0 references
random horizon
0 references
progressive enlargement of filtration
0 references
semimartingale models
0 references
arbitrage theory
0 references
no-free-lunch-with-vanishing-risk (NFLVR)
0 references
0 references
0 references
0 references
