Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices
type: Item
instance of: scholarly article
title: Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices
zbMATH Open document ID: 1411.91248
author: Delia Coculescu
author: Monique Jeanblanc
published in: Finance and Stochastics
publication date: 2019-04-24T00:00:00Z
full work available at URL: InfoNoArbitrage 2018 R2.pdf
Mathematics Subject Classification ID: 91B25
Mathematics Subject Classification ID: 60G46
Mathematics Subject Classification ID: 91B70
zbMATH DE Number: 7047634
zbMATH Keywords: equivalent supermartingale measures
zbMATH Keywords: no free lunch with vanishing risk
zbMATH Keywords: short-sales constraints
zbMATH Keywords: converging asset prices
MaRDI profile type: Publication
OpenAlex ID: W2908996538
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DOI: 10.1007/S00780-019-00386-3
description: scientific article; zbMATH DE number 7047634