• Title of article

    Conditional Full Support and No Arbitrage

  • Author/Authors

    Dani ، Soumia - Tahar Moulay University , Kandouci ، Abdeldjebbar - Tahar Moulay University

  • Pages
    11
  • From page
    54
  • To page
    64
  • Abstract
    In this paper we establish conditions that imply the conditional full support (CFS) property, introduced by Guasoni et al. (2008). for two processes the Ornstein Uhlenbeck, Stochastic integral in which the Brownian Bridge is the integrator and build the absence of arbitrage opportunities without calculating the risk-neutral probability.
  • Keywords
    Conditional full support , Ornstein Uhlenbeck process , The absence of arbitrage opportunities , Brownian Bridge
  • Journal title
    General Mathematics Notes
  • Serial Year
    2016
  • Journal title
    General Mathematics Notes
  • Record number

    2457807

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=2457807