Semimartingale property and its connections to arbitrage
Sallieu Kabay Samura; Junjun Mao; Dengbao Yao
| Year of publication: |
2013
|
|---|---|
| Authors: | Samura, Sallieu Kabay ; Mao, Junjun ; Yao, Dengbao |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 3.2013, 2, p. 237-241
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| Subject: | Bichteler-Dellaccherie Theorem | Doob-Meyer Decomposition | Semi-Martingales | Arbitrage | Komlos Lemma | Theorie | Theory | Arbitrage Pricing | Arbitrage pricing | Martingal | Martingale | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010239605