A comparison of two no-arbitrage conditions
Author:
Publisher
Springer Science and Business Media LLC
Subject
Mathematics (miscellaneous)
Link
http://link.springer.com/content/pdf/10.1007/s11464-014-0406-2.pdf
Reference14 articles.
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3. Lecture Notes in Math;A Cherny,2007
4. Cocharane J H, Saa Requejo J. Beyond arbitrage: Good deal asset price bounds in incomplete markets. The Journal of Political Economy, 2000, 108: 1–22
5. Delbaen F, Schachermayer W. A general version of the fundamental theorem of asset pricing. Math Ann, 1994, 300: 463–520
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