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State Tameness: A New Approach for Credit Constrains
arbitrage pricing of contingent claims continuous-time nancial markets tameness
2009/4/29
We propose a new definition for tameness within the model of security prices as Itô processes that is risk-aware. We give a new definition for arbitrage and characterize it. We then prove a t...
State Tameness: A New Approach for Credit Constrains
arbitrage pricing of contingent claims continuous-time nancial markets tame-ness
2009/4/28
We propose a new definition for tameness within the model of security prices as Itô processes that is risk-aware. We give a new definition for arbitrage and characterize it. We then prove a t...