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Acta Universitatis Sapientiae, Mathematica
Volume 8 (2016): Issue 2 (December 2016)
Open Access
A study of the absence of arbitrage opportunities without calculating the risk-neutral probability
S. Dani
S. Dani
and
A. Kandouci
A. Kandouci
| Jan 23, 2017
Acta Universitatis Sapientiae, Mathematica
Volume 8 (2016): Issue 2 (December 2016)
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Published Online:
Jan 23, 2017
Page range:
206 - 221
Received:
Apr 13, 2016
DOI:
https://doi.org/10.1515/ausm-2016-0013
Keywords
conditional full support
,
Ornstein Uhlenbeck process
,
the absence of arbitrage opportunities
© 2016 S. Dani et al., published by De Gruyter Open
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.
