WEAK AND STRONG NO-ARBITRAGE CONDITIONS FOR CONTINUOUS FINANCIAL MARKETS (Q5245890)
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scientific article; zbMATH DE number 6425389
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | WEAK AND STRONG NO-ARBITRAGE CONDITIONS FOR CONTINUOUS FINANCIAL MARKETS |
scientific article; zbMATH DE number 6425389 |
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WEAK AND STRONG NO-ARBITRAGE CONDITIONS FOR CONTINUOUS FINANCIAL MARKETS (English)
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15 April 2015
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arbitrage
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benchmark approach
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continuous semimartingale
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martingale deflator
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market price of risk
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arbitrage of the first kind
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free lunch with vanishing risk
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