No free lunch for markets with multiple numéraires
Laurence Carassus
| Year of publication: |
2023
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|---|---|
| Authors: | Carassus, Laurence |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 104.2023, p. 1-18
|
| Subject: | Multiple numéraires | No free lunch | Martingale measure | Superreplication price | Illiquidity | Multicurve model | Theorie | Theory | Martingal | Martingale | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jmateco.2022.102805 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014231303