A note on the condition of no unbounded profit with bounded risk - Research Collection

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Author

Takaoka, Koichiro

Schweizer, Martin

Date

2014

Type

Journal Article

Citations

Cited 18 times in Web of Science

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1007/s00780-014-0229-8

Journal / series

Finance and Stochastics

Volume

18(2)

Pages / Article No.

393 - 405

Publisher

Springer

Subject

NUPBR; Strict sigma-martingale density; Equivalent local martingale deflator; Fundamental theorem of asset pricing

Organisational unit

03658 - Schweizer, Martin / Schweizer, Martin

Notes

Received 3 January 2011, Accepted 4 February 2014, Published online 5 March 2014.

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Citations

Cited 18 times in Web of Science

ETH Bibliography

yes

Altmetrics