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Volumn 41, Issue 4, 1996, Pages 780-788

Asymptotic arbitrage in noncomplete large financial markets

b NONE

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EID: 0030310632 PISSN: 0040585X EISSN: None Source Type: Journal
DOI: None Document Type: Article

Times cited : (43)

References (14)

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5
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- The no arbitrage property under a change of numéraire
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- Delbaen, F.¹ Schachermayer, W.²

6
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- Multiperiod security markets with differential information
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8
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- Martingales and arbitrage in multiperiod security markets
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9
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- Martingales and stochastic integrals in the theory of continuous trading
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10
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- Large financial markets: Asymptotic arbitrage and contiguity
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11
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