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20152020
most citedWeak convergence rates for stochastic evolution equations and applications to nonlinear stochastic wave, HJMM, stochastic Schrödinger and linearized stochastic Korteweg-de Vries equations

11 citations · 19 across the 5 of their papers we have counts for

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q-fin.MF2020

Supermartingale deflators in the absence of a numéraire

Philipp Harms, Chong Liu, Ariel Neufeld

In this paper we study arbitrage theory of financial markets in the absence of a numéraire both in discrete and continuous time. In our main results, we provide a generalization of…