Original title: Stability of Concepts of a Arbitrage with Respect to Changes in Underlying Probability Measure
Authors: Henclová, Alena
Document type: Research reports
Year: 2003
Language: eng
Series: Research Report, volume: 2078
Keywords: arbitrage; equivalent measures; free lunch
Project no.: CEZ:AV0Z1075907 (CEP), KSK1019101 (CEP)
Funding provider: GA AV ČR

Institution: Institute of Information Theory and Automation AS ČR (web)
Document availability information: Fulltext is available at the institute of the Academy of Sciences.
Original record: http://hdl.handle.net/11104/0131168

Permalink: http://www.nusl.cz/ntk/nusl-34986


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Research > Institutes ASCR > Institute of Information Theory and Automation
Reports > Research reports