No free lunch for markets with multiple numéraires
Year of publication: |
2023
|
---|---|
Authors: | Carassus, Laurence |
Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 104.2023, p. 1-18
|
Subject: | Multiple numéraires | No free lunch | Martingale measure | Superreplication price | Illiquidity | Multicurve model | Theorie | Theory | Martingal | Martingale | CAPM |
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