A note on the condition of no unbounded profit with bounded risk
Publication status
publishedJournal / series
Finance and StochasticsVolume
Pages
Publisher
SpringerSubject
NUPBR; Strict sigma-martingale density; Equivalent local martingale deflator; Fundamental theorem of asset pricingOrganisational unit
03658 - Schweizer, Martin
Notes
Received 3 January 2011, Accepted 4 February 2014, Published online 5 March 2014.More
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