No-arbitrage under a class of honest times
This paper quantifies the interplay between the no-arbitrage notion of no-unbounded-profit-with-bounded-risk (NUPBR hereafter) and additional progressiveinformation generated by a randomtime. This study complements the one of Aksamit et al. in which the authors have studied similar topics for the ca...
| المؤلفون الرئيسيون: | , , , |
|---|---|
| التنسيق: | Journal article |
| منشور في: |
Springer
2017
|