No arbitrage conditions for simple trading strategies
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Other versions of this item:
- Erhan Bayraktar & Hasanjan Sayit, 2008. "No Arbitrage Conditions For Simple Trading Strategies," Papers 0801.4047, arXiv.org, revised Jan 2009.
References listed on IDEAS
- Robert A. Jarrow, 2015. "Asset Price Bubbles," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 201-218, December.
- 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.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Erhan Bayraktar & Hasanjan Sayit, 2010. "On the stickiness property," Quantitative Finance, Taylor & Francis Journals, pages 1109-1112.
- Erhan Bayraktar & Mikko S. Pakkanen & Hasanjan Sayit, 2009. "On the Existence of Consistent Price Systems," Papers 0911.3789, arXiv.org, revised Jun 2013.
- 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.
- Constantinos Kardaras & Eckhard Platen, 2008. "On the semimartingale property of discounted asset-price processes," Papers 0803.1890, arXiv.org, revised Nov 2009.
- Christian Bender, 2012. "Simple arbitrage," Papers 1210.5391, arXiv.org.
- Hasanjan Sayit, 2013. "Absence of arbitrage in a general framework," Annals of Finance, Springer, vol. 9(4), pages 611-624, November.
More about this item
KeywordsSimple trading strategies; Arbitrage; Sticky processes; Shortsales restriction; G10;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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