Stability of Concepts of a Arbitrage with Respect to Changes in Underlying Probability Measure

Research Report

Henclová Alena

publisher: ÚTIA AV ČR, (Praha 2003)

edition: Research Report 2078

research: CEZ:AV0Z1075907

project(s): KSK1019101, GA AV ČR

keywords: arbitrage, free lunch, equivalent measures

Cosati: 12B

RIV: BB