A COMMENT ON MARKET FREE LUNCH AND FREE LUNCH

DOI10.1111/J.1467-9965.2006.00284.XMaRDI QIDQ5455264zbMATH OpenOpenAlexFDO

Authors 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

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

Recommendations

• SOME REMARKS ON ARBITRAGE AND PREFERENCES IN SECURITIES MARKET MODELS
• Market free lunch and large financial markets
• No asymptotic free lunch reviewed in the light of Orlicz spaces
• Notes on free lunch in the limit and pricing by conjugate duality theory
• scientific article; zbMATH DE number 2121872

Cites work

• A general version of the fundamental theorem of asset pricing
• A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time
• Arbitrage and equilibrium in economies with infinitely many commodities
• Equivalent martingale measures and no-arbitrage in stochastic securities market models
• scientific article; zbMATH DE number 50401 (Why is no real title available?)
• Martingales and stochastic integrals in the theory of continuous trading
• SOME REMARKS ON ARBITRAGE AND PREFERENCES IN SECURITIES MARKET MODELS
• The fundamental theorem of asset pricing for unbounded stochastic processes

Cited in

(8)

• On deregulating food prices
• NO-FREE-LUNCH EQUIVALENCES FOR EXPONENTIAL LÉVY MODELS UNDER CONVEX CONSTRAINTS ON INVESTMENT
• scientific article; zbMATH DE number 4149273 (Why is no real title available?)
• No asymptotic free lunch reviewed in the light of Orlicz spaces
• SOME REMARKS ON ARBITRAGE AND PREFERENCES IN SECURITIES MARKET MODELS
• Notes on free lunch in the limit and pricing by conjugate duality theory
• Mean‐Reverting Market Model: Speculative Opportunities and Non‐Arbitrage
• Market free lunch and large financial markets

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