Arbitrage theory in a market of stochastic dimension (Q6641075)
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scientific article; zbMATH DE number 7947052
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage theory in a market of stochastic dimension |
scientific article; zbMATH DE number 7947052 |
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Arbitrage theory in a market of stochastic dimension (English)
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20 November 2024
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fundamental theorem of asset pricing
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local martingale deflator
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market viability
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numéraire portfolio
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open market
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optional decomposition theorem
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piecewise semimartingale
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superhedging
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