英文标题：
《No-arbitrage with multiple-priors in discrete time》
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作者：
Romain Blanchard and Laurence Carassus
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最新提交年份：
2019
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英文摘要：
  In a discrete time and multiple-priors setting, we propose a new characterisation of the condition of quasi-sure no-arbitrage which has become a standard assumption. This characterisation shows that it is indeed a well-chosen condition being equivalent to several previously used alternative notions of no-arbitrage and allowing the proof of important results in mathematical finance. We also revisit the so-called geometric and quantitative no-arbitrage conditions and explicit two important examples where all these concepts are illustrated.
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中文摘要：
在离散时间和多先验条件下，我们提出了一种新的准确定无套利条件的特征，这已成为一种标准假设。这一特征表明，这确实是一个精心选择的条件，相当于之前使用的几种无套利的替代概念，并允许证明数学金融中的重要结果。我们还重新讨论了所谓的几何和定量无套利条件，并明确了两个重要的例子，其中说明了所有这些概念。
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Mathematical Finance        数学金融学
分类描述：Mathematical and analytical methods of finance, including stochastic, probabilistic and functional analysis, algebraic, geometric and other methods
金融的数学和分析方法，包括随机、概率和泛函分析、代数、几何和其他方法
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