Note on no-arbitrage criteria

MaRDI QIDQ2836945zbMATH OpenFDO

Authors Przemysław Rola

Publication date 10 July 2013

Published in Zeszyty Naukowe Uniwersytetu Jagiellońskiego. Universitatis Iagellonicae Acta Mathematica (Search for Journal in Brave)

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Derivative securities (option pricing, hedging, etc.) (91G20)

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Cited in

(2)

• A note on the no arbitrage condition for international financial markets
• A comparison of two no-arbitrage conditions

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