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Large financial markets, discounting, and no asymptotic arbitrage. (English. Russian original) Zbl 1448.91277

Theory Probab. Appl. 65, No. 2, 191-223 (2020); translation from Teor. Veroyatn. Primen. 65, No. 2, 237-280 (2020).
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No arbitrage theory for bond markets. (English) Zbl 1367.91183

Kallsen, Jan (ed.) et al., Advanced modeling in mathematical finance. In honour of Ernst Eberlein on the occasion of his 70th birthday, Kiel, Germany, May 22–25, 2015. Cham: Springer (ISBN 978-3-319-45873-1/hbk; 978-3-319-45875-5/ebook). Springer Proceedings in Mathematics & Statistics 189, 381-421 (2016).
MSC:  91G30 91G20
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