Local martingales, arbitrage, and viability
Year of publication: |
2000-04-14
|
---|---|
Authors: | Loewenstein, Mark ; Willard, Gregory A. |
Published in: |
Economic Theory. - Springer. - Vol. 16.2000, 1, p. 135-161
|
Publisher: |
Springer |
Subject: | Arbitrage | Viability | Wealth constraints | Continuous-time financial markets | Equivalent martingale measures |
Extent: | application/pdf |
---|---|
Type of publication: | Article |
Notes: | Received: June 9, 1999; revised version: October 4, 1999 |
Classification: | D50 - General Equilibrium and Disequilibrium. General ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: |
-
Loewenstein, Mark, (2013)
-
Londoño, Jaime, (2005)
-
State Tameness: A New Approach for Credit Constrains
Londoño, Jaime A., (2003)
- More ...
-
Loewenstein, Mark, (2013)
-
Rational Equilibrium Asset-Pricing Bubbles in Continuous Trading Models
Loewenstein, Mark, (2000)
-
The Limits of Investor Behavior
LOEWENSTEIN, MARK, (2006)
- More ...