Properly discounted asset prices are semimartingales
type: Item
instance of: scholarly article
title: Properly discounted asset prices are semimartingales
zbMATH Open document ID: 1461.91323
author: Yanyan Li
published in: Mathematics and Financial Economics
publication date: 2021-05-03T00:00:00Z
Mathematics Subject Classification ID: 91G30
Mathematics Subject Classification ID: 60G48
zbMATH DE Number: 7342896
zbMATH Keywords: semimartingales
zbMATH Keywords: absence of arbitrage
zbMATH Keywords: discounting
zbMATH Keywords: dynamic share viability
zbMATH Keywords: simple strategies
zbMATH Keywords: no-short-sales constraints
zbMATH Keywords: NA1 for simple strategies
zbMATH Keywords: supermartingale discounter
MaRDI profile type: Publication
full work available at URL: s11579-020-00269-8
OpenAlex ID: W3035347993
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DOI: 10.1007/S11579-020-00269-8
description: scientific article; zbMATH DE number 7342896