Arbitrage in markets with bid-ask spreads. The fundamental theorem of asset pricing in finite discrete time markets with bid-ask spreads and a money account (Q902181): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 16:30, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage in markets with bid-ask spreads. The fundamental theorem of asset pricing in finite discrete time markets with bid-ask spreads and a money account |
scientific article |
Statements
Arbitrage in markets with bid-ask spreads. The fundamental theorem of asset pricing in finite discrete time markets with bid-ask spreads and a money account (English)
0 references
7 January 2016
0 references
arbitrage
0 references
bid-ask spreads
0 references
consistent price system
0 references
bid-ask martingale measure
0 references
