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- 1Arbitrage
- 1Enlargement of Filtration
- 1Informational Markets
- 1NUPBR
- 1Semi-martingale
- 1Structure Conditions
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Fall 2014
This thesis develops three major essays on Arbitrage Theory, Market’s Viabil- ity and Informational Markets. The first essay (Chapter 3) elaborates the exact connections among the No-Unbounded-Profit-with-Bounded-Risk (called NUPBR hereafter) condition, the existence of the numeraire portfolio,...
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