Showing 1 - 10 of 81,915
We consider fundamental questions of arbitrage pricing arising when the uncertainty model is given by a set of possible … mutually singular probability measures. With a single probability model, essential equivalence between the absence of arbitrage … equivalent symmetric martingale measure sets, in a dynamic trading framework under absence of prior depending arbitrage. We prove …
Persistent link: https://www.econbiz.de/10009512789
Persistent link: https://www.econbiz.de/10012817947
Persistent link: https://www.econbiz.de/10013185459
Persistent link: https://www.econbiz.de/10011439593
Persistent link: https://www.econbiz.de/10011485902
Persistent link: https://www.econbiz.de/10011459517
Persistent link: https://www.econbiz.de/10011459932
Persistent link: https://www.econbiz.de/10012126683
Persistent link: https://www.econbiz.de/10012105893
Persistent link: https://www.econbiz.de/10011582552