Arbitrage possibilities in Bessel processes and their relations to local martingales

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ARBITRAGE AND FREE LUNCH WITH BOUNDED RISK FOR UNBOUNDED CONTINUOUS PROCESSES

Freddy Delbaen, Walter Schachermayer (1994)

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Journal

Title: Probability Theory and Related Fields

Abbreviated Title: Probab. Th. Rel. Fields

Publisher: Springer Nature

ISSN (Print): 0178-8051

ISSN (Electronic): 1432-2064

Publication date Created: September 1995

Publication date (Print): September 1995

Volume: 102

Issue: 3

Pages: 357-366

Article

DOI: 10.1007/BF01192466

SO-VID: 5aabb747-5543-485e-9fc6-106ff2ed833e

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Arbitrage possibilities in Bessel processes and their relations to local martingales

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