Notes on no-arbitrage criteria
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RIS BIB ENDNOTENotes on no-arbitrage criteria
Publication date: 05.06.2012
Universitatis Iagellonicae Acta Mathematica, 2011, Volume 49, pp. 59-71
https://doi.org/10.4467/20843828AM.12.004.0456Authors
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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Information: Universitatis Iagellonicae Acta Mathematica, 2011, Volume 49, pp. 59-71
Article type: Original scientific article
Published at: 05.06.2012
Article status: Open
Licence: None
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