A note on sufficient conditions for no arbitrage
Author:
Publisher
Elsevier BV
Subject
Finance
Reference11 articles.
1. Prices of state contingent claims implicit in option prices;Breeden;Journal of Business,1978
2. Stochastic volatility for Lévy processes;Carr;Mathematical Finance,2003
3. A general version of the fundamental theorem of asset pricing;Delbaen;Mathematische Annalen,1994
4. Martingales and arbitrage in multiperiod securities markets;Harrison;Journal of Economic Theory,1979
5. Martingales and stochastic integrals in the theory of continuous trading;Harrison;Stochastic Processes and Their Applications,1981
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