Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models
| Year of publication: |
2012
|
|---|---|
| Authors: | Mijatović, Aleksandar ; Urusov, Mikhail |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 16.2012, 2, p. 225-247
|
| Publisher: |
Springer |
| Subject: | Free lunch with vanishing risk | Generalised arbitrage | Relative arbitrage | One-dimensional diffusions |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010997052