Diversity and No Arbitrage (Q2929468)
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scientific article; zbMATH DE number 6368990
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diversity and No Arbitrage |
scientific article; zbMATH DE number 6368990 |
Statements
Diversity and No Arbitrage (English)
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12 November 2014
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diverse market
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consistent price system
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relative arbitrage
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continuous martingales
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conditional full support
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Wiener process
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squared Bessel process
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