Burzoni, Matteo; Frittelli, Marco; Maggis, Marco - arXiv.org - 2014
In a model independent discrete time financial market, we discuss the richness of the family of martingale measures in relation to different notions of Arbitrage, generated by a class $\mathcal{S}$ of significant sets, which we call Arbitrage de la classe $\mathcal{S}$. The choice of...