On martingale selection problem and its connection to arbitrage theory
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Date
2018-11-26Type
- Working Paper
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yes
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Publication status
publishedExternal links
Journal / series
arXivPages / Article No.
Publisher
Cornell UniversitySubject
Martingale Selection Problem; Arbitrage Theory; Fundamental Theorem of Asset Pricing; Markets with Frictions; IlliquidityOrganisational unit
03658 - Schweizer, Martin / Schweizer, Martin
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Is previous version of: http://hdl.handle.net/20.500.11850/356130
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ETH Bibliography
yes
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