Robust fundamental theorem for continuous processes
Sara Biagini, Bruno Bouchard, Constantinos Kardaras, Marcel Nutz
| Year of publication: |
October 2017
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|---|---|
| Authors: | Biagini, Sara ; Bouchard, Bruno ; Kardaras, Constantinos ; Nutz, Marcel |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 27.2017, 4, p. 963-987
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| Subject: | fundamental theorem of asset pricing | arbitrage of the first kind | superhedging duality | nondominated model | Theorie | Theory | CAPM | Arbitrage | Martingal | Martingale | Arbitrage Pricing | Arbitrage pricing | Stochastischer Prozess | Stochastic process |