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On arbitrages arising with honest times

C. Fontana 1 M. Jeanblanc S. Song
1 LPMA - Laboratoire de Probabilités et Modèles Aléatoires
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https://hal.archives-ouvertes.fr/hal-01107822
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Submitted on : Wednesday, January 21, 2015 - 4:03:07 PM
Last modification on : Saturday, March 28, 2020 - 2:17:15 AM

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C. Fontana, M. Jeanblanc, S. Song. On arbitrages arising with honest times. Finance and Stochastics, Springer Verlag (Germany), 2014, 18 (3), pp.515-543. ⟨hal-01107822⟩

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