Universal arbitrage aggregator in discrete-time markets under uncertainty

Metadata only

Autor(in)

Datum

2016-01

Typ

Journal Article

ETH Bibliographie

no

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Publikationsstatus

published

Externe Links

Zeitschrift / Serie

Finance and Stochastics

Band

20(1)

Seiten / Artikelnummer

1 - 50

Verlag

Springer

Thema

Model uncertainty; First fundamental theorem of asset pricing; Feasible market; Open arbitrage; Full support martingale measure

Organisationseinheit

03658 - Schweizer, Martin / Schweizer, Martin

Anmerkungen

Published online 12 November 2015.

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ETH Bibliographie

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