Arbitrage theory in a market of stochastic dimension

Erhan Bayraktar, Donghan Kim, Abhishek Tilva

Year of publication:	2024
Authors:	Bayraktar, Erhan ; Kim, Donghan ; Tilva, Abhishek
Subject:	fundamental theorem of asset pricing \| local martingale deflator \| market viability \| numéraire portfolio \| open market \| optional decomposition theorem \| piecewise semimartingale \| superhedging \| Theorie \| Theory \| Martingal \| Martingale \| Portfolio-Management \| Portfolio selection \| CAPM \| Stochastischer Prozess \| Stochastic process \| Arbitrage \| Arbitrage Pricing \| Arbitrage pricing

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