How Non-Arbitrage, Viability and Num\'eraire Portfolio are Related
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References listed on IDEAS
- Dirk Becherer, 2001. "The numeraire portfolio for unbounded semimartingales," Finance and Stochastics, Springer, vol. 5(3), pages 327-341.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Claudio Fontana, 2013. "Weak and strong no-arbitrage conditions for continuous financial markets," Papers 1302.7192, arXiv.org, revised May 2014.
- Erhan Bayraktar & Xiang Yu, 2013. "On the Market Viability under Proportional Transaction Costs," Papers 1312.3917, arXiv.org, revised Jan 2017.
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