Arbitrage Opportunities in Diverse Markets via a Non-equivalent Measure Change

Jörg Osterrieder () and Thorsten Rheinländer ()

Annals of Finance, 2006, vol. 2, issue 3, 287-301

Keywords: Admissible strategies; Arbitrage opportunities; Diverse markets; Financial markets; Incomplete markets; Measure change; Optional decomposition theorem; Stochastic exponential; G10 (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/s10436-006-0037-z

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