Banach geometry of financial market models

DOI10.1134/S106456241702020XzbMath1406.91503OpenAlexW2616360870MaRDI QIDQ2399521

Peter P. Zabreĭko, A. V. Lebedev

Publication date: 24 August 2017

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s106456241702020x

zbMATH Keywords

absence of arbitragereflexive subspacesfinancial market modelsBanach geometryplasterable cones

Mathematics Subject Classification ID

Classical Banach spaces in the general theory (46B25) Financial applications of other theories (91G80) Convexity and finite-dimensional Banach spaces (including special norms, zonoids, etc.) (aspects of convex geometry) (52A21)

Related Items (1)

Banach geometry of arbitrage free markets

Cites Work

• Banach geometry of arbitrage free markets
• The mathematics of arbitrage
• Stochastic finance. An introduction in discrete time
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