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.

中文翻译：

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离散时间多先验的无套利

在离散时间和多先验设置中，我们提出了准确定无套利条件的新特征，这已成为标准假设。这种表征表明，它确实是一个精心挑选的条件，相当于之前使用的几种替代性无套利概念，并允许证明数学金融中的重要结果。我们还重新审视了所谓的几何和定量无套利条件，并给出了两个重要的例子，其中说明了所有这些概念。