Making no-arbitrage discounting-invariant: a new FTAP version beyond NFLVR and NUPBR (Q2170298)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Making no-arbitrage discounting-invariant: a new FTAP version beyond NFLVR and NUPBR |
scientific article |
Statements
Making no-arbitrage discounting-invariant: a new FTAP version beyond NFLVR and NUPBR (English)
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30 August 2022
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absence of arbitrage
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maximal strategies
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semimartingales
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discounting
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NFLVR
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NUPBR
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FTAP
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\( \sigma \)-martingale discounter
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share maximal
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dynamic share viability
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Black-Scholes model
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