Arbitrage concepts under trading restrictions in discrete-time financial markets
Year of publication: |
2021
|
---|---|
Authors: | Fontana, Claudio ; Runggaldier, Wolfgang J. |
Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 92.2021, p. 66-80
|
Subject: | Trading constraints | Market viability | Arbitrage of the first kind | Numéraire portfolio | Theorie | Theory | Arbitrage | Portfolio-Management | Portfolio selection | Arbitrage Pricing | Arbitrage pricing | Finanzmarkt | Financial market |
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