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

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Author
Takaoka, Koichiro
Schweizer, Martin
Date
2014
Type
    Journal Article
Publication status
published
External links
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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