How non-arbitrage, viability and numéraire portfolio are related

Tahir Choulli, Jun Deng, Junfeng Ma. How non-arbitrage, viability and numéraire portfolio are related. Finance and Stochastics, 19(4):719-741, 2015. [doi]

Authors

Tahir Choulli

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Jun Deng

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Junfeng Ma

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