A COMPLEMENT TO THE GRIGORIEV THEOREM FOR THE KABANOV MODEL

Zhao, J; Lepinette, E

Zhao, J (corresponding author), Nanjing Univ Sci & Technol, Dept Appl Math, Nanjing 210094, Jiangsu, Peoples R China.

THEORY OF PROBABILITY AND ITS APPLICATIONS, 2020; 65 (2): 322

Abstract

We provide an equivalent characterization of the absence of arbitrage opportunity for the bid and ask financial market model. This result, which is an......

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