No arbitrage of the first kind and local martingale numéraires
Year of publication: |
October 2016
|
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Authors: | Kabanov, Jurij M. ; Kardaras, Constantinos ; Song, Shiqi |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 20.2016, 4, p. 1097-1108
|
Subject: | Arbitrage | Viability | Fundamental theorem of asset pricing | Numéraire | Local martingale deflator | ơ-martingale | Theorie | Theory | Martingal | Martingale | CAPM | Arbitrage Pricing | Arbitrage pricing |
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