{"entities":{"Q1409835":{"pageid":1420575,"ns":120,"title":"Item:Q1409835","lastrevid":48189175,"modified":"2026-01-03T22:05:02Z","type":"item","id":"Q1409835","labels":{"en":{"language":"en","value":"Non-arbitrage criteria for financial markets with efficient friction"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1995769"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1409835$9396FD3B-0954-4C80-9A1E-F49BDB194507","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"01723874268b408082abdee946c569f847ad71c7","datavalue":{"value":{"text":"Non-arbitrage criteria for financial markets with efficient friction","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1409835$43BD59C7-D995-4005-B0F2-30E56A1416C5","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"72da40ee72fbfaab9ab820ad4ba25d124c93b008","datavalue":{"value":"1026.60051","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1409835$177C5AE6-7D17-4022-A94D-E5F5C69E6A3C","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"3f91517a7a87f723003da3f9a71254c2bd13df45","datavalue":{"value":{"entity-type":"item","numeric-id":457786,"id":"Q457786"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1409835$E8E68409-31A8-4820-B024-80255E2431B9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"772ddd16b787b0139bd72dcd0ccbc6ce83870295","datavalue":{"value":{"entity-type":"item","numeric-id":586466,"id":"Q586466"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1409835$A6ACD9F1-7BBE-40DD-8157-2790AD6A9DE3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"cd2e5b953325544873df19d875cc69f31093ec82","datavalue":{"value":{"entity-type":"item","numeric-id":1579535,"id":"Q1579535"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1409835$8E84997B-8104-462A-A72D-609449BB7B15","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"fc3cbe8cf287fdb2a81bc60a8afce4592cfe9e54","datavalue":{"value":{"entity-type":"item","numeric-id":135345,"id":"Q135345"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1409835$17E43D94-D067-4DDC-93F2-C82396C7CC47","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"ac4c5ab6f5b2c9bd1435dec93b27fcf1749a1170","datavalue":{"value":{"time":"+2003-10-22T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1409835$9C867D24-CC76-4B08-AEE1-A3A2C759FD7C","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"57b6f324236fb0ea418a863ae8a3b5a1199e2557","datavalue":{"value":"Non-arbitrage criteria are presented for a multi-asset multi-period model with proportional transaction cost in the case of infinite underlying probability space. The main result is as follows: In the presence of efficient friction a financial market does not admit weak arbitrage opportunities at any date if and only if there exists a dual martingale process evolving in the interior of the positive dual to the solvency cone.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1409835$D07906D3-9D60-48A5-AA56-7BE3EAC98FF7","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"54006f64703308f565a048b96b7c6d14d8f5c177","datavalue":{"value":"60G44","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1409835$DDAACF76-946B-4ECB-9128-E35BC0763980","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"7b600a0bd525a05fa571487b461fe5ba90ad6e5d","datavalue":{"value":"91B28","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1409835$FA721D5F-1A9C-473E-A0A6-16F68DD8A785","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"a59b71a70981f199395ed4d46c631cd86602b620","datavalue":{"value":"1995769","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1409835$5F40D65F-265B-4C61-BBC7-6710C03C8592","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1458859d7b633a485e6b4e8c181c3bfc656c704f","datavalue":{"value":"transaction costs","type":"string"},"datatype":"string"},"type":"statement","id":"Q1409835$B697DE72-A51D-47CE-90F7-DBBE15C12E4A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9892bc6aa983d007e8b62d576da101f0a03cddf5","datavalue":{"value":"hedging","type":"string"},"datatype":"string"},"type":"statement","id":"Q1409835$E80C78BC-186A-42F0-95C5-E126E983B0BC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"94ae07d8d7bd1bd52687891f13b27e26b2e842b6","datavalue":{"value":"solvency","type":"string"},"datatype":"string"},"type":"statement","id":"Q1409835$0F63422A-32E3-4868-B7D2-07D5914535CE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9d433630fbee3a216283abe71fbffbc9de91ba35","datavalue":{"value":"multi-asset multi-period model","type":"string"},"datatype":"string"},"type":"statement","id":"Q1409835$77E3356E-609C-4103-8AB1-C8C202C256BF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ddc4a157ce5e7d62950e223e3c843a12fbd37b6c","datavalue":{"value":"proportional transaction cost","type":"string"},"datatype":"string"},"type":"statement","id":"Q1409835$F49EF0F4-7758-4785-80CD-0EDC7C729F66","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"649b85e49504b416938980004ec3ab4e2531c532","datavalue":{"value":"efficient friction","type":"string"},"datatype":"string"},"type":"statement","id":"Q1409835$C01C7DE8-DFAF-4D39-B506-79DF9EF6D978","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1409835$CA8AC1F4-9BFD-4A22-9222-7EB249980F12","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"1e0e3c0f67ee19172b3dfbfde4f4484c51466722","datavalue":{"value":"https://doi.org/10.1007/s007800100062","type":"string"},"datatype":"url"},"type":"statement","id":"Q1409835$1ED06AA9-9A8F-47BF-9915-0ABBCF88B912","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"60f49723b1bc09a73a13782d4ab511abcc3bc742","datavalue":{"value":"W2050761425","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1409835$F51E364D-231D-43BE-80D8-A8ED18D05E12","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"d24a34135646ac3edf04e59f3bf36067da4de4a6","datavalue":{"value":"10.1007/S007800100062","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1409835$38C25A0F-C40F-4F6E-806D-036E2E5F0FDE","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bc703c083f4022e57b6c471f585284c4668bc5db","datavalue":{"value":{"entity-type":"item","numeric-id":2403708,"id":"Q2403708"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fce116358a8eb71d835dccee5ba5411b8914c918","datavalue":{"value":{"amount":"+0.8289310336112976","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1409835$45F405B4-DA88-45D6-AA71-A0FDB149EECD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1c58b20dc2bff0c4a112fa0b0d823059c1b9c570","datavalue":{"value":{"entity-type":"item","numeric-id":3521328,"id":"Q3521328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"38fa10eb7d3a5ed64f30a383aad417f41eb0610f","datavalue":{"value":{"amount":"+0.8058179020881653","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1409835$DB3380E5-E15B-4C05-81C3-314CEA0E66DB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1c97c16030b9836db450c173e9e2685532cafe9f","datavalue":{"value":{"entity-type":"item","numeric-id":1772980,"id":"Q1772980"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c33fe53e86d3f5b98d22c8a366e739febd84064a","datavalue":{"value":{"amount":"+0.8054101467132568","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1409835$4632C627-2407-4EC8-A47E-1B729E4396FC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9726ab719263e2882a411ea0335347af01e5f274","datavalue":{"value":{"entity-type":"item","numeric-id":4608110,"id":"Q4608110"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"08ede48f3906066e8c77f753937c5cb81df68caf","datavalue":{"value":{"amount":"+0.8015480041503906","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1409835$117672C3-D5DF-42BE-B215-94A1FEE8C635","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e9e48a6a58331c131a322ea0d44f4ca8ba5f38f5","datavalue":{"value":{"entity-type":"item","numeric-id":4356493,"id":"Q4356493"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ca8368a99e83e3d4dbb2737ef50482a79f046fcb","datavalue":{"value":{"amount":"+0.8010239005088806","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1409835$934D9CA5-380F-4568-8F01-F6F88DF01AAE","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:1409835","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:1409835"}}}}}