No-arbitrage in a numéraire-independent modeling framework
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Publication:6497106
DOI10.1111/MAFI.12088MaRDI QIDQ6497106
Publication date: 6 May 2024
Published in: Mathematical Finance (Search for Journal in Brave)
fundamental theorem of asset pricingno-arbitragemaximal strategiesnonnegative wealthnuméraire-independent modeling
Cites Work
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