On arbitrages arising with honest times
Year of publication: |
2014
|
---|---|
Authors: | Fontana, Claudio ; Jeanblanc, Monique ; Song, Shiqi |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 18.2014, 3, p. 515-543
|
Subject: | Honest time | Progressive enlargement of filtrations | Arbitrage | Free lunch with vanishing risk | Local martingale deflator | Theorie | Theory | Martingal | Martingale |
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