Classifying financial markets up to isomorphism

DOI10.1098/rspa.2020.0264zbMath1472.91045arXiv1810.03546OpenAlexW3082440454MaRDI QIDQ5161081

John Armstrong

Publication date: 29 October 2021

Published in: Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.03546

zbMATH Keywords

isomorphismcategory theorymathematical financefinancial marketmutual fund theorem

Mathematics Subject Classification ID

Financial markets (91G15)

Related Items

Classifying financial markets up to isomorphism

Cites Work

• Convex duality in optimal investment under illiquidity
• Introduction to convex optimization in financial markets
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• Convex measures of risk and trading constraints
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• The Markowitz Category
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• Classifying financial markets up to isomorphism
• Stochastic Differential Equations in a Differentiable Manifold
• General Theory of Natural Equivalences
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• Stochastic finance. An introduction in discrete time
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