Notes on no-arbitrage criteria
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RIS BIB ENDNOTENotes on no-arbitrage criteria
Data publikacji: 05.06.2012
Universitatis Iagellonicae Acta Mathematica, 2011, Tom 49, s. 59-71
https://doi.org/10.4467/20843828AM.12.004.0456Autorzy
Notes on no-arbitrage criteria
We consider the closedness of the modified set of hedgeable claims and new conditions for the absence of arbitrage connected with it in the classical Dalang–Morton–Willinger Theorem.
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Informacje: Universitatis Iagellonicae Acta Mathematica, 2011, Tom 49, s. 59-71
Typ artykułu: Oryginalny artykuł naukowy
Department of Mathematics of the Cracow University of Economics
Publikacja: 05.06.2012
Status artykułu: Otwarte
Licencja: Żadna
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Angielski