搜索结果: 1-3 共查到“arbitrages”相关记录3条 . 查询时间(0.046 秒)
On arbitrages arising with honest times
honest time progressive enlargement of filtrations arbitrage free lunch with vanishing risk local martingale deflator.
2012/9/14
n the context of a general continuous financial market model, we study whether the additional information associated with an honest time τ gives rise to arbitrage. By relying on the theory of progress...
Sequences of Arbitrages
Economy models sequences of arbitrages matrix products asynchronous systems
2010/4/27
The goal of this article is to understand some interesting features of sequences of arbitrage operations, which look relevant to various processes in Economics and Finances. In the second part of the ...
The goal of this article is to understand some interesting features of sequences of arbitrage operations, which look relevant to various processes in Economics and Finances. In the second part of the...