Dr. JeFreda R. Brown is a financial consultant, Certified Financial Education Instructor, and researcher who has assisted thousands of clients over a more than two-decade career. She is the CEO of ...
A condition of limited arbitrage is defined on the endowments and the preferences of the traders in an Arrow-Debreu economy. Theorem 1 establishes that limited arbitrage is necessary and sufficient ...
The Annals of Applied Probability, Vol. 15, No. 1A (Feb., 2005), pp. 116-124 (9 pages) The present paper deals with the characterization of no-arbitrage properties of a continuous semimartingale. The ...
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