Arbitrage Opportunities in Diverse Markets via a Non-equivalent Measure Change
Year of publication: |
2006
|
---|---|
Authors: | Osterrieder, Jörg ; Rheinländer, Thorsten |
Published in: |
Annals of Finance. - Springer. - Vol. 2.2006, 3, p. 287-301
|
Publisher: |
Springer |
Subject: | Admissible strategies | Arbitrage opportunities | Diverse markets | Financial markets | Incomplete markets | Measure change | Optional decomposition theorem | Stochastic exponential |
-
Existence of Equilibrium and Price Adjustments in a Finance Economy with Incomplete Markets
Talman, Dolf, (2003)
-
Incomplete-markets economies: the seminal work of Diamond, Drèze and Radner
DEHEZ, Pierre, (2012)
-
Incomplete Markets and Financial Instability. The Role of Information
Ionescu, Cristian, (2012)
- More ...
-
Arbitrage opportunities in diverse markets via a non-equivalent measure change
Osterrieder, Jörg, (2004)
-
Editorial on the special issue on cryptocurrencies
Osterrieder, Jörg, (2019)
-
Special issue on cryptocurrencies
Osterrieder, Jörg, (2020)
- More ...