No-arbitrage under a class of honest times

Anna Aksamit, Tahir Choulli, Jun Deng, Monique Jeanblanc. No-arbitrage under a class of honest times. Finance and Stochastics, 22(1):127-159, 2018. [doi]

Authors

Anna Aksamit

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Tahir Choulli

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Jun Deng

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Monique Jeanblanc

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