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The Banach space of workable contingent claims in arbitrage theory - MaRDI portal

The Banach space of workable contingent claims in arbitrage theory (Q677675)

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scientific article; zbMATH DE number 999605
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English
The Banach space of workable contingent claims in arbitrage theory
scientific article; zbMATH DE number 999605

    Statements

    The Banach space of workable contingent claims in arbitrage theory (English)
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    5 October 1997
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    convex cone of maximal admissible contingent claims
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    mathematical finance
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