Profitability in a multiple strategy market

DOI10.1007/S10203-003-0039-5zbMath1039.60045OpenAlexW2082524136MaRDI QIDQ1417728

Vincenzo Capasso, Giacomo Aletti

Publication date: 8 January 2004

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-003-0039-5

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

• Unnamed Item
• A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time
• On the different notions of arbitrage and existence of equilibrium
• Equivalent martingale measures and no-arbitrage in stochastic securities market models

This page was built for publication: Profitability in a multiple strategy market