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DO ARBITRAGE‐FREE PRICES COME FROM UTILITY MAXIMIZATION? - MaRDI portal

DO ARBITRAGE‐FREE PRICES COME FROM UTILITY MAXIMIZATION? (Q5739191)

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scientific article; zbMATH DE number 6603661
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English
DO ARBITRAGE‐FREE PRICES COME FROM UTILITY MAXIMIZATION?
scientific article; zbMATH DE number 6603661

    Statements

    title
    DO ARBITRAGE‐FREE PRICES COME FROM UTILITY MAXIMIZATION? (English)
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    author
    Pietro Siorpaes
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    publication date
    15 July 2016
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    zbMATH Keywords
    utility-based pricing
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    arbitrage free
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    incomplete markets
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    Identifiers

    DOI
    10.1111/mafi.12066
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    Mathematics Subject Classification ID
    91G20
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    91B25
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    90C25
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    zbMATH DE Number
    6603661
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    OpenAlex ID
    W2159798116
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    arXiv ID
    1207.4749
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