A note on the no arbitrage condition for international financial markets

Asia-Pacific Financial Markets

Volumn 3, Issue 3, 1996, Pages 239-251

  Delbaen, Freddy ^a   Shirakawa, Hiroshi ^b  

^a ETH ZURICH   (Switzerland)

^b TOKYO INSTITUTE OF TECHNOLOGY   (Japan)

Author keywords

Basket currency; Martingale measure; Multi currency; No arbitrage; Num raire

Indexed keywords

EID: 34547550311     PISSN: 13872834     EISSN: None     Source Type: Journal    
DOI: 10.1007/bf02425803     Document Type: Article

References (22)

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