Dániel Ágoston Bálint

ETH Zürich - Department of Mathematics

R¨amistrasse 101

Raemistr. 101

Z¨urich, 8092

Switzerland

SCHOLARLY PAPERS

3

DOWNLOADS

291

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (3)

Making No-Arbitrage Discounting-Invariant: A New FTAP Beyond NFLVR and NUPBR

Swiss Finance Institute Research Paper No. 18-23
Number of pages: 40 Posted: 19 Mar 2018 Last Revised: 22 Jun 2019
Dániel Ágoston Bálint and Martin Schweizer
ETH Zürich - Department of Mathematics and ETH Zurich
Downloads 113 (332,740)
Citation 1

Abstract:

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no arbitrage, maximal strategies, semimartingales, discounting, NFLVR, NUPBR, FTAP, -martingale discounter, strongly share maximal, dynamic share viability, Black–Scholes model

Making no-arbitrage discounting-invariant: a new FTAP beyond NFLVR and NUPBR

Swiss Finance Institute Research Paper No. 18-23_ Version 2
Number of pages: 40 Posted: 19 Aug 2020
Dániel Ágoston Bálint and Martin Schweizer
ETH Zürich - Department of Mathematics and ETH Zurich
Downloads 27 (661,532)
Citation 3

Abstract:

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absence of arbitrage, maximal strategies, semimartingales, discounting, NFLVR, NUPBR, FTAP, -martingale discounter, strongly share maximal, dynamic share viability, Black–Scholes model

2.

Large Financial Markets, Discounting, and No Asymptotic Arbitrage

Swiss Finance Institute Research Paper No. 18-70
Number of pages: 37 Posted: 09 Nov 2018 Last Revised: 21 Apr 2020
Dániel Ágoston Bálint and Martin Schweizer
ETH Zürich - Department of Mathematics and ETH Zurich
Downloads 77 (420,792)
Citation 1

Abstract:

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large financial markets, asymptotic arbitrage, discounting, NAA, NUPBR, asymptotic strong share maximality, dynamic share viability, asymptotic dynamic share viability, tradable discounter

3.

Properly Discounted Asset Prices Are Semimartingales

Swiss Finance Institute Research Paper No. 19-53
Number of pages: 18 Posted: 10 Oct 2019 Last Revised: 21 Apr 2020
Dániel Ágoston Bálint and Martin Schweizer
ETH Zürich - Department of Mathematics and ETH Zurich
Downloads 74 (430,210)

Abstract:

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semimartingales, absence of arbitrage, discounting, dynamic share viability, simple strategies, no-short-sales constraints, NA1 for simple strategies, supermartingale discounter