Arbitrage Theory: A Mathematical Introduction

DOI10.1137/1026035MaRDI QIDQ3318475zbMATH OpenOpenAlexFDO

Authors David P. Ellerman

Publication date 1984

Published in SIAM Review (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/7e3e2c924580f4c15eb2c555c8fb59be695e7177

zbMATH Keywords

arbitrage-free market pricescofactorsdeterminantseconomic interpretationelectrical circuit theoryengineeringflows and tensions on graphsgraph-theoretic mathematics of arbitrageLagrange multipliersthermodynamics

Mathematics Subject Classification ID

Graph theory (05C99) Deterministic network models in operations research (90B10) Applications of mathematical programming (90C90) General equilibrium theory (91B50)

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(13)

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• AN ARBITRAGE INTERPRETATION OF CLASSICAL OPTIMIZATION
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• About arbitrage and holonomy
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