Weak and strong no-arbitrage conditions for continuous financial markets
Claudio Fontana
| Year of publication: |
2015
|
|---|---|
| Authors: | Fontana, Claudio |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 18.2015, 1, p. 1-34
|
| Subject: | Arbitrage | benchmark approach | continuous semimartingale | martingale deflator | market price of risk | arbitrage of the first kind | free lunch with vanishing risk | Theorie | Theory | Martingal | Martingale | Arbitrage Pricing | Arbitrage pricing | Finanzmarkt | Financial market | Portfolio-Management | Portfolio selection | Risiko | Risk | CAPM |
| 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/10011403179