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- W3122535812 abstract "In this paper, we introduce a numeraire-free and original probability based framework for financial markets. We reformulate or characterize fair markets, the optional decomposition theorem, superhedging, attainable claims and complete markets in terms of martingale deflators, present a recent result of Kramkov and Schachermayer (1999, 2001) on portfolio optimization and give a review of utility-based approach to contingent claim pricing in incomplete markets." @default.
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- W3122535812 date "2002-01-01" @default.
- W3122535812 modified "2023-09-27" @default.
- W3122535812 title "A Numeraire-free and Original Probability Based Framework for Financial Markets" @default.
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