A note on the no arbitrage condition for international financial markets
type: Item
instance of: scholarly article
title: A note on the no arbitrage condition for international financial markets
zbMATH Open document ID: 1153.91483
DOI: 10.1007/BF02425803
author: Freddy Delbaen
author: Hiroshi Shirakawa
published in: Financial Engineering and the Japanese Markets
publication date: 2009-02-06T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 60H15
zbMATH DE Number: 5503450
zbMATH Keywords: multi-currency
zbMATH Keywords: basket currency
zbMATH Keywords: no arbitrage
zbMATH Keywords: numéraire
zbMATH Keywords: martingale measure
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf02425803
OpenAlex ID: W2014746590
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description: scientific article; zbMATH DE number 5503450