No arbitrage and multiplicative special semimartingales

Fuente: arXiv
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Main Authors: Platen, Eckhard, Tappe, Stefan
Format: Preprint
Published: 2020
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author Platen, Eckhard
Tappe, Stefan
author_facet Platen, Eckhard
Tappe, Stefan
contents Consider a financial market with nonnegative semimartingales which does not need to have a numéraire. We are interested in the absence of arbitrage in the sense that no self-financing portfolio gives rise to arbitrage opportunities, where we are allowed to add a savings account to the market. We will prove that in this sense the market is free of arbitrage if and only if there exists an equivalent local martingale deflator which is a multiplicative special semimartingale. In this case, the additional savings account relates to the finite variation part of the multiplicative decomposition of the deflator.
format Preprint
id arxiv_https___arxiv_org_abs_2005_05575
institution arXiv
publishDate 2020
record_format arxiv
spellingShingle No arbitrage and multiplicative special semimartingales
Platen, Eckhard
Tappe, Stefan
Mathematical Finance
Probability
Consider a financial market with nonnegative semimartingales which does not need to have a numéraire. We are interested in the absence of arbitrage in the sense that no self-financing portfolio gives rise to arbitrage opportunities, where we are allowed to add a savings account to the market. We will prove that in this sense the market is free of arbitrage if and only if there exists an equivalent local martingale deflator which is a multiplicative special semimartingale. In this case, the additional savings account relates to the finite variation part of the multiplicative decomposition of the deflator.
title No arbitrage and multiplicative special semimartingales
topic Mathematical Finance
Probability
url https://arxiv.org/abs/2005.05575