Arbitrage theory

MaRDI QIDQ2771099zbMATH OpenFDO

Authors Yuri Kabanov

Publication date 22 September 2002

zbMATH Keywords

arbitrageasymptotic arbitragecontiguitycontinuous tradingconvex analysisfinancial marketssemimartingale

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Microeconomic theory (price theory and economic markets) (91B24)

Recommendations

• Arbitrage approximation theory
• On the arbitrage pricing theory
• Arbitrage pricing theory and risk-neutral measures
• Arbitrage Theory in Continuous Time
• Arbitrage Theory: A Mathematical Introduction
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Cited in

(10)

• Arbitrage theory. Introductory lectures on arbitrage-based financial asset pricing
• Arbitrage pricing theory and risk-neutral measures
• Arbitrage approximation theory
• Hedging of American options under transaction costs
• Arbitrage Values Generally Depend On A Parametric Rate of Return
• Arbitrage Theory in Continuous Time
• Arbitrage Theory in Continuous Time
• Arbitrage and investment opportunities
• Asset pricing and hedging in financial markets with fixed and proportional transaction costs
• Asymptotic arbitrage and numéraire portfolios in large financial markets

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