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Arbitrage Theory: A Mathematical Introduction - MaRDI portal

Arbitrage Theory: A Mathematical Introduction

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Publication:3318475

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DOI10.1137/1026035zbMath0534.90014OpenAlexW1967372117MaRDI QIDQ3318475

David P. Ellerman

Publication date: 1984

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/7e3e2c924580f4c15eb2c555c8fb59be695e7177

zbMATH Keywords

Lagrange multipliers thermodynamics determinants engineering cofactors economic interpretation electrical circuit theory arbitrage-free market prices flows and tensions on graphs graph-theoretic mathematics of arbitrage

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Deterministic network models in operations research (90B10) General equilibrium theory (91B50) Graph theory (05C99)

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AN ARBITRAGE INTERPRETATION OF CLASSICAL OPTIMIZATION ⋮ Risk-neutral equilibria of noncooperative games

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