Arbitrage possibilities in Bessel processes and their relations to local martingales

Author:

Delbaen F.,Schachermayer W.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis

Reference15 articles.

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2. [BY] Ph. Biane and M. Yor,Quelques Précisions sur le Méandre Brownien, Bull. Sc. Math, 2 e série112 (1988), 101–109

3. [DS1] F. Delbaen and W. Schachermayer,Arbitrage and Free Lunch with Bounded Risk for unbounded continuous processes, Mathematical Finance4 (1994), 343–348

4. [DS2] F. Delbaen and W. Schachermayer,A General Version of the Fundamental Theorem of, Asset Pricing, Mathematische Annalen300 (1994), 463–520

5. [DS3] F. Delbaen and W. Schachermayer,The No-Arbitrage Property under a Change of Nu-méraire, to be published in Stochastics and Stochastic Reports

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