Banach geometry of arbitrage free markets
From MaRDI portal
Publication:830200
DOI10.1007/S11117-020-00782-6zbMATH Open1464.91071arXiv1410.4807OpenAlexW3125369624MaRDI QIDQ830200FDOQ830200
Peter P. Zabreĭko, A. V. Lebedev
Publication date: 7 May 2021
Published in: Positivity (Search for Journal in Brave)
Abstract: The article presents a description of geometry of Banach structures forming mathematical base of markets arbitrage absence type phenomena. In this connection the role of reflexive subspaces (replacing classically considered finite-dimensional subspaces) and plasterable cones is uncovered.
Full work available at URL: https://arxiv.org/abs/1410.4807
Recommendations
Financial markets (91G15) Martingales with continuous parameter (60G44) Financial applications of other theories (91G80)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Stochastic finance. An introduction in discrete time
- PDE and martingale methods in option pricing.
- The mathematics of arbitrage
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Banach geometry of financial market models
Cited In (7)
- A non-equilibrium geometric no-arbitrage principle
- The geometry of relative arbitrage
- Geometry of polar wedges in Riesz spaces and super-replication prices in incomplete financial markets
- Banach geometry of financial market models
- Geometric arbitrage theory and market dynamics
- No-arbitrage concepts in topological vector lattices
- Fundamental theorem of asset pricing: a strengthened version and a martingale measures search area
This page was built for publication: Banach geometry of arbitrage free markets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q830200)
