Arbitrage approximation theory

DOI10.1016/S0304-4068(99)00016-6zbMath0938.91021WikidataQ126382580 ScholiaQ126382580MaRDI QIDQ1972343

Stephen A. Clark

Publication date: 27 June 2000

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

zbMATH Keywords

marketvaluation operatorcontingent claimapproximate arbitragefree luncheslinear price functional

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Related Items (6)

Necessary and sufficient conditions for solving infinite-dimensional linear inequalities ⋮ Relevant coherent measures of risk ⋮ ASSET PRICING WITH NO EXOGENOUS PROBABILITY MEASURE ⋮ Risk-neutral valuation with infinitely many trading dates ⋮ Arbitrage and approximate arbitrage: the fundamental theorem of asset pricing ⋮ Relevant mappings

Cites Work

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• The valuation problem in arbitrage price theory
• Arbitrage and equilibrium in economies with infinitely many commodities
• Arbitrage and the Existence of Competitive Equilibrium

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