Arbitrage pricing theory and risk-neutral measures

DOI10.1007/s10203-004-0047-0zbMath1106.91029OpenAlexW2005806989MaRDI QIDQ1770203

Miklós Rásonyi

Publication date: 11 April 2005

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

Full work available at URL: https://doi.org/10.1007/s10203-004-0047-0

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Related Items (4)

Maximizing expected utility in the arbitrage pricing model ⋮ A note on arbitrage in term structure ⋮ From small markets to big markets ⋮ Risk-neutral pricing for arbitrage pricing theory

Cites Work

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• MARTINGALE MEASURES FOR DISCRETE‐TIME PROCESSES WITH INFINITE HORIZON
• A note on completeness in large financial markets
• Subsequences of the partial sums of a trigonometric series which are everywhere convergent to zero

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