Arbitrage absence in economic dynamical systems with fixed gains

MaRDI QIDQ2850129zbMATH OpenFDO

Authors S. V. Kuchuk-Yatsenko

Publication date 26 September 2013

Published in Dopovidi Natsional'noï Akademiï Nauk Ukraïny. Matematyka, Pryrodoznavstvo, Tekhnichni Nauky (Search for Journal in Brave)

zbMATH Keywords

equilibrium price vectorexchange economy modeltime arbitrage

Mathematics Subject Classification ID

Special types of economic equilibria (91B52) Economic dynamics (91B55)

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Cited in

(6)

• A financial market with singular drift and no arbitrage
• No-arbitrage conditions for systems of fixed exchange rates
• Arbitrage absence in dynamical economic systems
• Economic growth, trade, and arbitrage
• NO MARGINAL ARBITRAGE OF THE SECOND KIND FOR HIGH PRODUCTION REGIMES IN DISCRETE TIME PRODUCTION–INVESTMENT MODELS WITH PROPORTIONAL TRANSACTION COSTS
• Deterministic criteria for the absence of arbitrage in~one-dimensional diffusion models

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