Arbitrage theory in a market of stochastic dimension

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DOI10.1111/mafi.12418MaRDI QIDQ6641075

Abhishek Tilva, Erhan Bayraktar, Donghan Kim

Publication date: 20 November 2024

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

zbMATH Keywords

numéraire portfolio fundamental theorem of asset pricing local martingale deflator market viability superhedging optional decomposition theorem open market piecewise semimartingale

Mathematics Subject Classification ID

Financial markets (91G15)

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