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Yansori, S.
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Explicit description of all deflators for market models under random horizon with applications to NFLVR
by
Choulli, T.
,
Yansori
, S.
Published 2022
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Related Subjects
Arbitrage Theory
Arbitrage theory
Commerce
Deflator
Deflators
Enlargement of filtration
Market model
No free lunch
No-Free-Lunch-with-Vanishing-Risk (NFLVR)
No-free-lunch-with-vanishing-risk
Progressive enlargement of filtration
Random horizon
Semimartingale model
Semimartingale models
Semimartingales
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