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- W3149732909 abstract "This paper offers a systematic investigation on the existence of equivalent local martingale deflators, which are multiplicative special semimartingales, in financial markets given by positive semimartingales. In particular, it shows that the existence of such deflators can be characterized by means of the modified semimartingale characteristics. Several examples illustrate our results. Furthermore, we provide interpretations of the deflators from an economic point of view." @default.
- W3149732909 created "2021-04-13" @default.
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- W3149732909 date "2020-01-01" @default.
- W3149732909 modified "2023-09-27" @default.
- W3149732909 title "Existence of equivalent local martingale deflators in semimartingale market models" @default.
- W3149732909 hasPublicationYear "2020" @default.
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