A note on the no arbitrage condition for international financial markets

DOI10.1007/BF02425803zbMath1153.91483OpenAlexW2014746590MaRDI QIDQ1000412

Hiroshi Shirakawa, Freddy Delbaen

Publication date: 6 February 2009

Published in: Financial Engineering and the Japanese Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02425803

zbMATH Keywords

no arbitragemartingale measurenumérairebasket currencymulti-currency

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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A note on the condition of no unbounded profit with bounded risk ⋮ Reproducing kernel Hilbert space based on special integrable semimartingales and stochastic integration ⋮ \(\mathcal E\)-martingales and their applications in mathematical finance

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