No-arbitrage up to random horizon for quasi-left-continuous models
Anna Aksamit, Tahir Choulli, Jun Deng, Monique Jeanblanc
| Year of publication: |
October 2017
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|---|---|
| Authors: | Aksamit, Anna ; Choulli, Tahir ; Deng, Jun ; Jeanblanc, Monique |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 21.2017, 4, p. 1103-1139
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| Subject: | No unbounded profit with bounded risk | No arbitrage | Random horizon | Informational arbitrage | Deflators | Quasi-left-continuous semimartingales | Progressive enlargement of filtration | Stochastic calculus | Arbitrage | Theorie | Theory | Stochastischer Prozess | Stochastic process | Arbitrage Pricing | Arbitrage pricing | Portfolio-Management | Portfolio selection | Martingal | Martingale |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-017-0337-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011944480