Arbitrage theory in a market of stochastic dimension
Erhan Bayraktar, Donghan Kim, Abhishek Tilva
| Year of publication: |
2024
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| Authors: | Bayraktar, Erhan ; Kim, Donghan ; Tilva, Abhishek |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 34.2024, 3, p. 847-895
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12418 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014565276