A necessary and sufficient condition for absence of arbitrage with tame portfolios

DOI10.1214/aoap/1177004599zbMath0847.90016OpenAlexW2026012096MaRDI QIDQ1916476

Shlomo Levental, Anatoli V. Skorokhod

Publication date: 26 September 1996

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1177004599

zbMATH Keywords

equivalent martingale measurefinancial marketabsence of arbitrageabsence of approximate arbitragetame portfolios

Mathematics Subject Classification ID

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