A computational approach to the fundamental theorem of asset pricing in a single-period market

DOI10.1023/A:1014870904813zbMath1006.91033OpenAlexW2164746338MaRDI QIDQ1610288

R. Smith

Publication date: 19 August 2002

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1014870904813

zbMATH Keywords

asset pricingarbitragemathematical finance

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Actuarial science and mathematical finance (91G99)

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