Making no-arbitrage discounting-invariant: a new FTAP beyond NFLVR and NUPBR
dc.contributor.author
Bálint, Daniel
dc.contributor.author
Schweizer, Martin
dc.date.accessioned
2019-01-17T09:34:52Z
dc.date.available
2019-01-17T09:15:34Z
dc.date.available
2019-01-17T09:33:08Z
dc.date.available
2019-01-17T09:34:52Z
dc.date.issued
2018-03-16
dc.identifier.other
10.2139/ssrn.3141770
en_US
dc.identifier.uri
http://hdl.handle.net/20.500.11850/316618
dc.language.iso
en
en_US
dc.publisher
Swiss Finance Institute
en_US
dc.subject
no arbitrage
en_US
dc.subject
maximal strategies
en_US
dc.subject
semimartingales
en_US
dc.subject
discounting
en_US
dc.subject
NFLVR
en_US
dc.subject
NUPBR
en_US
dc.subject
FTAP
en_US
dc.subject
o-martingale deflator
en_US
dc.subject
strongly index weight maximal
en_US
dc.subject
dynamically index weight viable
en_US
dc.subject
Black–Scholes model
en_US
dc.title
Making no-arbitrage discounting-invariant: a new FTAP beyond NFLVR and NUPBR
en_US
dc.type
Working Paper
ethz.journal.title
Swiss Finance Institute Research Paper
ethz.journal.volume
18-23
en_US
ethz.size
55 p.
en_US
ethz.code.jel
JEL - JEL::G - Financial Economics::G1 - General Financial Markets::G10 - General
en_US
ethz.code.jel
JEL - JEL::C - Mathematical and Quantitative Methods::C0 - General::C00 - General
en_US
ethz.publication.place
Geneva
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03658 - Schweizer, Martin / Schweizer, Martin
en_US
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03658 - Schweizer, Martin / Schweizer, Martin
en_US
ethz.date.deposited
2019-01-17T09:15:46Z
ethz.source
FORM
ethz.eth
yes
en_US
ethz.availability
Metadata only
en_US
ethz.rosetta.installDate
2019-01-17T09:33:17Z
ethz.rosetta.lastUpdated
2022-03-28T22:04:56Z
ethz.rosetta.versionExported
true
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Working Paper [5898]