No arbitrage in continuous financial markets

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Bibliographische Detailangaben
Veröffentlicht in:Mathematics and financial economics
1. Verfasser: Criens, David (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2020
Schlagworte:
No arbitrage > Financial bubble > Minimal martingale measure > Itô process > Switching diffusion > Stochastic exponential > Aufsatz in Zeitschrift
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