Exploiting arbitrage requires short selling

DOI10.3934/fmf.2023008zbMath1522.91250arXiv2011.12523OpenAlexW3109551662MaRDI QIDQ6078117

Eckhard Platen, Stefan Tappe

Publication date: 27 September 2023

Published in: Frontiers of Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.12523

zbMATH Keywords

short sellingarbitrage opportunityself-financing portfoliosupermartingale deflatormoney market bubble

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Financial markets (91G15)

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