Arbitrage Opportunities in Diverse Markets via a Non-equivalent Measure Change
| Year of publication: |
2006
|
|---|---|
| Authors: | Osterrieder, Jörg ; Rheinländer, Thorsten |
| Published in: |
Annals of Finance. - Springer. - Vol. 2.2006, 3, p. 287-301
|
| Publisher: |
Springer |
| Subject: | Admissible strategies | Arbitrage opportunities | Diverse markets | Financial markets | Incomplete markets | Measure change | Optional decomposition theorem | Stochastic exponential |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005542196