Arbitrage and Growth Rate for Riskless Investments in a Stationary Economy

DOI10.1111/1467-9965.00023zbMath0884.90011OpenAlexW2079655037MaRDI QIDQ4372052

Ilan Adler, David Gale

Publication date: 5 April 1998

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9965.00023

zbMATH Keywords

no arbitragegrowth ratepositive polynomialconvolution of vectorsinvestment programcash stream valuation

Mathematics Subject Classification ID

Economic growth models (91B62)

Related Items (6)

Analysis of mechanisms of production investment stimulation in an imperfect capital market based on a mathematical model ⋮ A discrete stochastic model for investment with an application to the transaction costs case ⋮ Financial bubbles existence in the Cantor-Lippman model for continuous time ⋮ Pricing issues with investment flows. Applications to market models with frictions ⋮ Mathematical modeling of investments in an imperfect capital market ⋮ Arbitrage in stationary markets

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