On martingale selection problem and its connection to arbitrage theory
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Date
2018-11-26
Publication Type
Working Paper
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yes
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published
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1801.03574
Publisher
Cornell University
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Subject
Martingale Selection Problem; Arbitrage Theory; Fundamental Theorem of Asset Pricing; Markets with Frictions; Illiquidity
Organisational unit
03658 - Schweizer, Martin / Schweizer, Martin
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