Non-arbitrage under a class of honest times
This paper quantifies the interplay between the non-arbitrage notion of No-Unbounded-Profit-with-Bounded-Risk (NUPBR hereafter) and additional information generated by a random time. This study complements the one of Aksamit/Choulli/Deng/Jeanblanc in which the authors studied similar topics for the...
| Main Authors: | , , , |
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| Format: | Journal article |
| Published: |
2017
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