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...
| Autores principales: | , , , |
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| Formato: | Journal article |
| Publicado: |
Springer
2017
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