Arbitrage opportunities in diverse markets via a non-equivalent measure change

Annals of Finance

Volumn 2, Issue 3, 2006, Pages 287-301

  Osterrieder, Jörg R ^a   Rheinländer, Thorsten ^b  

^a ETH ZURICH   (Switzerland)

^b LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Admissible strategies; Arbitrage opportunities; Diverse markets; Financial markets; Incomplete markets; Measure change; Optional decomposition theorem; Stochastic exponential

Indexed keywords

EID: 33646920595     PISSN: 16142446     EISSN: 16142454     Source Type: Journal    
DOI: 10.1007/s10436-006-0037-z     Document Type: Article

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