Supermartingale deflators in the absence of a numéraire
Year of publication: |
2021
|
---|---|
Authors: | Harms, Philipp ; Liu, Chong ; Neufeld, Ariel |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9660, ZDB-ID 2389109-9. - Vol. 15.2021, 4, p. 885-915
|
Subject: | Supermartingale deflator | Absence of a numéraire | NUPBR | Fundamental theorem of asset pricing | Arbitrage of the first kind | Theorie | Theory | Deflation | CAPM |
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