Browsing by Author "Schweizer, M"

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Browsing by Author "Schweizer, M"

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  • Hulley, Hardy; Schweizer, M (Springer, 2010)
    The well-known absence-of-arbitrage condition NFLVR from the fundamental theorem of asset pricing splits into two conditions, called NA and NUPBR. We give a literature overview of several equivalent reformulations of NUPBR; ...