A remark on the set of arbitrage‐free prices in a multi‐period model
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Publication:4583967
DOI10.1111/j.1742-7363.2013.12004.xzbMath1416.91412OpenAlexW2100936810MaRDI QIDQ4583967
Abhishek Ranjan, Bernard Cornet
Publication date: 29 August 2018
Published in: International Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://orbit.dtu.dk/en/publications/1191bd0d-3cb5-40ae-a069-1c1b05452a8d
Related Items (3)
Submodular financial markets with frictions ⋮ On the equivalence of financial structures with long-term assets ⋮ Characterizing useless-free financial structures
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