A COMMENT ON MARKET FREE LUNCH AND FREE LUNCH

DOI10.1111/j.1467-9965.2006.00284.xzbMath1133.91427OpenAlexW2044975479MaRDI QIDQ5455264

Irene Klein

Publication date: 3 April 2008

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9965.2006.00284.x

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10)

Related Items

Market free lunch and large financial markets, Mean‐Reverting Market Model: Speculative Opportunities and Non‐Arbitrage

Cites Work

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• Arbitrage and equilibrium in economies with infinitely many commodities
• Martingales and stochastic integrals in the theory of continuous trading
• A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time
• The fundamental theorem of asset pricing for unbounded stochastic processes
• A general version of the fundamental theorem of asset pricing
• Equivalent martingale measures and no-arbitrage in stochastic securities market models
• SOME REMARKS ON ARBITRAGE AND PREFERENCES IN SECURITIES MARKET MODELS