Arbitrage opportunities in diverse markets via a non-equivalent measure change
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Author / Producer
Date
2006-03
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
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Rights / License
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Publication status
published
External links
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Book title
Journal / series
Volume
2 (3)
Pages / Article No.
287 - 301
Publisher
Springer
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Admissible strategies; Arbitrage opportunities; Diverse markets; Financial markets; Incomplete markets - Measure change; Optional decomposition theorem; Stochastic exponential
Organisational unit
03440 - Delbaen, Freddy (emeritus)
Notes
Received 8 August 2005, Accepted 6 January 2006, Published online 9 March 2006.