Properly discounted asset prices are semimartingales

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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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