No arbitrage conditions for simple trading strategies
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Bibliographic InfoArticle provided by Springer in its journal Annals of Finance.
Volume (Year): 6 (2010)
Issue (Month): 1 (January)
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Web page: http://www.springerlink.com/link.asp?id=112370
Simple trading strategies; Arbitrage; Sticky processes; Shortsales restriction; G10;
Find related papers by JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Freddy Delbaen & Walter Schachermayer, 1994. "Arbitrage And Free Lunch With Bounded Risk For Unbounded Continuous Processes," Mathematical Finance, Wiley Blackwell, vol. 4(4), pages 343-348.
- Christian Bender, 2012. "Simple arbitrage," Papers 1210.5391, arXiv.org.
- Constantinos Kardaras & Eckhard Platen, 2008.
"On the semimartingale property of discounted asset-price processes,"
0803.1890, arXiv.org, revised Nov 2009.
- Kardaras, Constantinos & Platen, Eckhard, 2011. "On the semimartingale property of discounted asset-price processes," Stochastic Processes and their Applications, Elsevier, vol. 121(11), pages 2678-2691, November.
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