Properly discounted asset prices are semimartingales

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Mathematics and financial economics
1. Verfasser: Bálint, Dániel (VerfasserIn)
Weitere Verfasser: Schweizer, Martin (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2020
Schlagworte:
Semimartingales > Absence of arbitrage > Discounting > Dynamic share viability > Simple strategies > No-short-sales constraints > NA1 for simple strategies > Supermartingale discounter > Aufsatz in Zeitschrift
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