A necessary and sufficient condition for absence of arbitrage with tame portfolios
type: Item
instance of: scholarly article
title: A necessary and sufficient condition for absence of arbitrage with tame portfolios
zbMATH Open document ID: 0847.90016
author: Shlomo Levental
author: Anatolii V. Skorokhod
published in: The Annals of Applied Probability
publication date: 1996-09-26T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 898162
zbMATH Keywords: financial market
zbMATH Keywords: absence of arbitrage
zbMATH Keywords: tame portfolios
zbMATH Keywords: equivalent martingale measure
zbMATH Keywords: absence of approximate arbitrage
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aoap/1177004599
OpenAlex ID: W2026012096
DOI: 10.1214/AOAP/1177004599
description: scientific article; zbMATH DE number 898162