The Banach space of workable contingent claims in arbitrage theory (Q677675)
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scientific article; zbMATH DE number 999605
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| English | The Banach space of workable contingent claims in arbitrage theory |
scientific article; zbMATH DE number 999605 |
Statements
The Banach space of workable contingent claims in arbitrage theory (English)
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5 October 1997
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convex cone of maximal admissible contingent claims
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mathematical finance
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0.7699339389801025
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0.7560564875602722
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0.7539381384849548
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0.7525137066841125
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