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No-arbitrage under a class of honest times

Aksamit, A; Choulli, T; Deng, J; Jeanblanc, M

Choulli, T (reprint author), Univ Alberta, Math & Stat Sci Dept, Edmonton, AB, Canada.

FINANCE AND STOCHASTICS, 2018; 22 (1): 127

Abstract

This paper quantifies the interplay between the no-arbitrage notion of no unbounded profit with bounded risk (NUPBR) and additional progressive inform......

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