No arbitrage of the first kind and local martingale numéraires
Crossref DOI link: https://doi.org/10.1007/s00780-016-0310-6
Published Online: 2016-09-21
Published Print: 2016-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kabanov, Yuri
Kardaras, Constantinos
Song, Shiqi
License valid from 2016-09-21