摘要翻译：
对基于连续半鞅的金融市场模型的无套利条件的全谱进行了统一分析。特别地，我们着重于无套利条件弱于无套利和风险消失的免费午餐的经典概念。我们给出了所考虑的无套利条件的完整刻画，将它们的有效性与资产价格折现过程的特征以及（弱）鞅平减指数的存在性和性质联系起来，并回顾了经典和最近的结果。
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英文标题：
《Weak and strong no-arbitrage conditions for continuous financial markets》
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作者：
Claudio Fontana
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最新提交年份：
2014
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Pricing of Securities        证券定价
分类描述：Valuation and hedging of financial securities, their derivatives, and structured products
金融证券及其衍生产品和结构化产品的估值和套期保值
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一级分类：Mathematics        数学
二级分类：Probability        概率
分类描述：Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用：例如中心极限定理，大偏差，随机微分方程，统计力学模型，排队论
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英文摘要：
  We propose a unified analysis of a whole spectrum of no-arbitrage conditions for financial market models based on continuous semimartingales. In particular, we focus on no-arbitrage conditions weaker than the classical notions of No Arbitrage and No Free Lunch with Vanishing Risk. We provide a complete characterisation of the considered no-arbitrage conditions, linking their validity to the characteristics of the discounted asset price process and to the existence and the properties of (weak) martingale deflators, and review classical as well as recent results.
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PDF链接：
https://arxiv.org/pdf/1302.7192