Absence of arbitrage in a general framework
(2012)
Journal Article
Sayit, H. (2012). Absence of arbitrage in a general framework. Annals of Finance, 9(4), 611-624. https://doi.org/10.1007/s10436-012-0207-0
Outputs (2)
Consistent Price Systems in Multiasset Markets (2012)
Journal Article
Maris, F., & Sayit, H. (2012). Consistent Price Systems in Multiasset Markets. International journal of stochastic analysis, 2012, Article 687376. https://doi.org/10.1155/2012/687376Let Xt be any d-dimensional continuous process that takes values in an open connected domain O in Rd. In this paper, we give equivalent formulations of the conditional full support CFS property of Xt in O.We use them to show that the CFS property of... Read More about Consistent Price Systems in Multiasset Markets.