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No free lunch for markets with multiple numéraires - MaRDI portal

No free lunch for markets with multiple numéraires (Q2686002)

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No free lunch for markets with multiple numéraires
scientific article

    Statements

    title
    No free lunch for markets with multiple numéraires (English)
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    author
    Laurence Carassus
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    publication date
    24 February 2023
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    zbMATH Keywords
    multiple numéraires
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    no free lunch
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    martingale measure
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    superreplication price
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    illiquidity
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    multicurve model
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    Identifiers

    zbMATH DE Number
    7656953
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    OpenAlex ID
    W4312224483
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