Universal arbitrage aggregator in discrete-time markets under uncertainty

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$\mathcal{S}$...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awduron:	Burzoni, M, Frittelli, M, Maggis, M
Fformat:	Journal article
Cyhoeddwyd:	Springer 2015

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