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Information, no-arbitrage and completeness for asset price models with a change point

C. Fontana 1 M. Jeanblanc Z. Grbac 1 Q. Li
1 LPMA - Laboratoire de Probabilités et Modèles Aléatoires
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https://hal.archives-ouvertes.fr/hal-01107819
Contributor : Serena Benassù <>
Submitted on : Wednesday, January 21, 2015 - 3:59:23 PM
Last modification on : Saturday, March 28, 2020 - 2:15:20 AM

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C. Fontana, M. Jeanblanc, Z. Grbac, Q. Li. Information, no-arbitrage and completeness for asset price models with a change point. Stochastic Processes and their Applications, Elsevier, 2014, 124 (9), pp.3009-3030. ⟨hal-01107819⟩

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