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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Titel	Jahr	Band
Special Issue: robustness, knightian uncertainty, and games in finance	2018	volume 12, number 1, (Januar 2018)
Special issue: Mathematics in finance	2012	6.2012,2
Special issue: Mathematics in finance	2012	6.2012,3
Special issue in honor of Ivar Ekeland on his 70th birthday	2012	8.2014,4
Special issue: Stochastic financial economics : [...relates to the international conference Stochastic Economics and Finance held in Bergen, Norway, 12 - 13 June 2011]	2011	5.2011,3
Special issue: Stochastic financial economics, Volume II : [...relates to the international conference Stochastic Economics and Finance held in Bergen, Norway, 12 - 13 June 2011]	2011	5.2011,4