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No arbitrage: On the work of David Kreps

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Publication:1863747
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DOI10.1023/A:1020262419556zbMath1030.91030MaRDI QIDQ1863747

Walter Schachermayer

Publication date: 12 March 2003

Published in: Positivity (Search for Journal in Brave)


zbMATH Keywords

no arbitrageno free lunchcoherent pricing of derivative securities


Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (6)

Necessary and sufficient conditions for solving infinite-dimensional linear inequalities ⋮ Option spanning beyond \(L_p\)-models ⋮ Intertemporal asset pricing and the marginal utility of wealth ⋮ No-arbitrage concepts in topological vector lattices ⋮ Equivalent locally martingale measure for the deflator process on ordered Banach algebra ⋮ Arbitrage and state price deflators in a general intertemporal framework




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