Universal arbitrage aggregator in discrete-time markets under uncertainty
In a model-independent discrete-time financial market, we discuss the richness of the family of martingale measures in relation to different notions of arbitrage, generated by a class S$\mathcal{S}$ of significant sets, which we call arbitrage de la classeS$\mathcal{S}$. The choice of S$\mathcal{S}$...
| Main Authors: | , , |
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| Format: | Journal article |
| Published: |
Springer
2015
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