{"id":"https://openalex.org/W2963170290","doi":"https://doi.org/10.1007/s00780-017-0345-3","title":"No-arbitrage under a class of honest times","display_name":"No-arbitrage under a class of honest times","publication_year":2017,"publication_date":"2017-11-29","ids":{"openalex":"https://openalex.org/W2963170290","doi":"https://doi.org/10.1007/s00780-017-0345-3","mag":"2963170290"},"language":"en","primary_location":{"id":"doi:10.1007/s00780-017-0345-3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00780-017-0345-3","pdf_url":null,"source":{"id":"https://openalex.org/S172526255","display_name":"Finance and Stochastics","issn_l":"0949-2984","issn":["0949-2984","1432-1122"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Finance and Stochastics","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5055002733","display_name":"Anna Aksamit","orcid":"https://orcid.org/0000-0002-5744-3844"},"institutions":[{"id":"https://openalex.org/I40120149","display_name":"University of Oxford","ror":"https://ror.org/052gg0110","country_code":"GB","type":"education","lineage":["https://openalex.org/I40120149"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Anna Aksamit","raw_affiliation_strings":["Mathematical Institute, University of Oxford, Oxford, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Mathematical Institute, University of Oxford, Oxford, UK","institution_ids":["https://openalex.org/I40120149"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5051905803","display_name":"Tahir Choulli","orcid":"https://orcid.org/0000-0002-4984-1391"},"institutions":[{"id":"https://openalex.org/I154425047","display_name":"University of Alberta","ror":"https://ror.org/0160cpw27","country_code":"CA","type":"education","lineage":["https://openalex.org/I154425047"]}],"countries":["CA"],"is_corresponding":true,"raw_author_name":"Tahir Choulli","raw_affiliation_strings":["Mathematical and Statistical Sciences Department, University of Alberta, Edmonton, Canada"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Mathematical and Statistical Sciences Department, University of Alberta, Edmonton, Canada","institution_ids":["https://openalex.org/I154425047"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101938417","display_name":"Jun Deng","orcid":null},"institutions":[{"id":"https://openalex.org/I146563203","display_name":"University of International Business and Economics","ror":"https://ror.org/05khqpb71","country_code":"CN","type":"education","lineage":["https://openalex.org/I146563203"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jun Deng","raw_affiliation_strings":["School of Banking and Finance, University of International Business and Economics, Beijing, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Banking and Finance, University of International Business and Economics, Beijing, China","institution_ids":["https://openalex.org/I146563203"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5081796771","display_name":"Monique Jeanblanc","orcid":null},"institutions":[{"id":"https://openalex.org/I4210155549","display_name":"Laboratoire de Math\u00e9matiques","ror":"https://ror.org/05sd5r855","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I1294671590","https://openalex.org/I198244214","https://openalex.org/I4210141950","https://openalex.org/I4210155549"]},{"id":"https://openalex.org/I88467170","display_name":"Universit\u00e9 d'\u00c9vry Val-d'Essonne","ror":"https://ror.org/00e96v939","country_code":"FR","type":"education","lineage":["https://openalex.org/I277688954","https://openalex.org/I88467170"]},{"id":"https://openalex.org/I4387153769","display_name":"Laboratoire de Math\u00e9matiques et Mod\u00e9lisation d'\u00c9vry","ror":"https://ror.org/03jca6281","country_code":null,"type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I277688954","https://openalex.org/I4210097372","https://openalex.org/I4387153769","https://openalex.org/I88467170"]},{"id":"https://openalex.org/I1294671590","display_name":"Centre National de la Recherche Scientifique","ror":"https://ror.org/02feahw73","country_code":"FR","type":"funder","lineage":["https://openalex.org/I1294671590"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Monique Jeanblanc","raw_affiliation_strings":["Laboratoire de Math\u00e9matiques et Modelisation d\u2019\u00c9vry (LaMME), Universit\u00e9 d\u2019Evry Val d\u2019Essonne, UMR CNRS 8071, Evry, France","Laboratoire de Math\u00e9matiques et Modelisation d'\u00c9vry (LaMME), Universit\u00e9 d'Evry Val d'Essonne, UMR CNRS 8071, Evry, France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Laboratoire de Math\u00e9matiques et Modelisation d\u2019\u00c9vry (LaMME), Universit\u00e9 d\u2019Evry Val d\u2019Essonne, UMR CNRS 8071, Evry, France","institution_ids":["https://openalex.org/I88467170","https://openalex.org/I1294671590"]},{"raw_affiliation_string":"Laboratoire de Math\u00e9matiques et Modelisation d'\u00c9vry (LaMME), Universit\u00e9 d'Evry Val d'Essonne, UMR CNRS 8071, Evry, France","institution_ids":["https://openalex.org/I88467170","https://openalex.org/I4210155549","https://openalex.org/I1294671590","https://openalex.org/I4387153769"]}]}],"institutions":[],"countries_distinct_count":4,"institutions_distinct_count":7,"corresponding_author_ids":["https://openalex.org/A5051905803"],"corresponding_institution_ids":["https://openalex.org/I154425047"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":2.4048,"has_fulltext":false,"cited_by_count":15,"citation_normalized_percentile":{"value":0.90013948,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"22","issue":"1","first_page":"127","last_page":"159"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9950000047683716,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9950000047683716,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.993399977684021,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9890000224113464,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematical-finance","display_name":"Mathematical finance","score":0.7716253995895386},{"id":"https://openalex.org/keywords/martingale","display_name":"Martingale (probability theory)","score":0.7335827350616455},{"id":"https://openalex.org/keywords/arbitrage","display_name":"Arbitrage","score":0.7248330116271973},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.5791528820991516},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5621053576469421},{"id":"https://openalex.org/keywords/class","display_name":"Class (philosophy)","score":0.5165754556655884},{"id":"https://openalex.org/keywords/bounded-function","display_name":"Bounded function","score":0.4850444197654724},{"id":"https://openalex.org/keywords/construct","display_name":"Construct (python library)","score":0.48370295763015747},{"id":"https://openalex.org/keywords/jump","display_name":"Jump","score":0.48058056831359863},{"id":"https://openalex.org/keywords/asset","display_name":"Asset (computer security)","score":0.4439111649990082},{"id":"https://openalex.org/keywords/stochastic-process","display_name":"Stochastic process","score":0.4385721981525421},{"id":"https://openalex.org/keywords/local-martingale","display_name":"Local martingale","score":0.4149829149246216},{"id":"https://openalex.org/keywords/stopping-time","display_name":"Stopping time","score":0.41341471672058105},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.39780545234680176},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.3816351592540741},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.2293185591697693},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.19569435715675354},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.1672269105911255},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.12610411643981934},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.0856909453868866},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.07901319861412048}],"concepts":[{"id":"https://openalex.org/C93373587","wikidata":"https://www.wikidata.org/wiki/Q335632","display_name":"Mathematical finance","level":2,"score":0.7716253995895386},{"id":"https://openalex.org/C48406656","wikidata":"https://www.wikidata.org/wiki/Q534112","display_name":"Martingale (probability theory)","level":2,"score":0.7335827350616455},{"id":"https://openalex.org/C160623529","wikidata":"https://www.wikidata.org/wiki/Q273088","display_name":"Arbitrage","level":2,"score":0.7248330116271973},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.5791528820991516},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5621053576469421},{"id":"https://openalex.org/C2777212361","wikidata":"https://www.wikidata.org/wiki/Q5127848","display_name":"Class (philosophy)","level":2,"score":0.5165754556655884},{"id":"https://openalex.org/C34388435","wikidata":"https://www.wikidata.org/wiki/Q2267362","display_name":"Bounded function","level":2,"score":0.4850444197654724},{"id":"https://openalex.org/C2780801425","wikidata":"https://www.wikidata.org/wiki/Q5164392","display_name":"Construct (python library)","level":2,"score":0.48370295763015747},{"id":"https://openalex.org/C2780695682","wikidata":"https://www.wikidata.org/wiki/Q4005959","display_name":"Jump","level":2,"score":0.48058056831359863},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.4439111649990082},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.4385721981525421},{"id":"https://openalex.org/C58435881","wikidata":"https://www.wikidata.org/wiki/Q1868500","display_name":"Local martingale","level":3,"score":0.4149829149246216},{"id":"https://openalex.org/C99888217","wikidata":"https://www.wikidata.org/wiki/Q1288707","display_name":"Stopping time","level":2,"score":0.41341471672058105},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.39780545234680176},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3816351592540741},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.2293185591697693},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.19569435715675354},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.1672269105911255},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.12610411643981934},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0856909453868866},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.07901319861412048},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s00780-017-0345-3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00780-017-0345-3","pdf_url":null,"source":{"id":"https://openalex.org/S172526255","display_name":"Finance and Stochastics","issn_l":"0949-2984","issn":["0949-2984","1432-1122"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Finance and Stochastics","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:finsto:v:22:y:2018:i:1:d:10.1007_s00780-017-0345-3","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s00780-017-0345-3","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:ora.ox.ac.uk:uuid:f2c7fa74-bed5-4b22-b731-3e94bb989f11","is_oa":false,"landing_page_url":"https://ora.ox.ac.uk/objects/uuid:f2c7fa74-bed5-4b22-b731-3e94bb989f11","pdf_url":null,"source":{"id":"https://openalex.org/S4306402636","display_name":"Oxford University Research Archive (ORA) (University of Oxford)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I40120149","host_organization_name":"University of Oxford","host_organization_lineage":["https://openalex.org/I40120149"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Journal article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/17","display_name":"Partnerships for the goals","score":0.44999998807907104}],"awards":[{"id":"https://openalex.org/G4216105256","display_name":"LABEX Finance & Croissance Durable","funder_award_id":"ANR-11-LABX-0019","funder_id":"https://openalex.org/F4320320883","funder_display_name":"Agence Nationale de la Recherche"}],"funders":[{"id":"https://openalex.org/F4320320883","display_name":"Agence Nationale de la Recherche","ror":"https://ror.org/00rbzpz17"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":26,"referenced_works":["https://openalex.org/W103231402","https://openalex.org/W598880424","https://openalex.org/W1525413214","https://openalex.org/W1580364473","https://openalex.org/W1976317417","https://openalex.org/W1980068960","https://openalex.org/W1998107368","https://openalex.org/W2013932684","https://openalex.org/W2044655941","https://openalex.org/W2067392143","https://openalex.org/W2081877251","https://openalex.org/W2084397403","https://openalex.org/W2087854199","https://openalex.org/W2099593114","https://openalex.org/W2114962951","https://openalex.org/W2119509789","https://openalex.org/W2132480854","https://openalex.org/W2161662027","https://openalex.org/W2166720436","https://openalex.org/W2198873363","https://openalex.org/W2289249158","https://openalex.org/W2522907626","https://openalex.org/W2727453577","https://openalex.org/W3124141220","https://openalex.org/W4213173919","https://openalex.org/W4293092461"],"related_works":["https://openalex.org/W2509733388","https://openalex.org/W4289784528","https://openalex.org/W2991163405","https://openalex.org/W3152510830","https://openalex.org/W2021764764","https://openalex.org/W2013937202","https://openalex.org/W2138588791","https://openalex.org/W2889133278","https://openalex.org/W2117611656","https://openalex.org/W2727453577"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2023,"cited_by_count":2},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":1}],"updated_date":"2026-07-02T09:51:11.867554","created_date":"2025-10-10T00:00:00"}
