Nonequilibrium geometric no-arbitrage principle and asset pricing theorem

DOI10.1155/2023/9077099zbMath1515.91156OpenAlexW4319869983WikidataQ123015061 ScholiaQ123015061MaRDI QIDQ6045929

Wanxiao Tang, Peibiao Zhao

Publication date: 15 May 2023

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2023/9077099

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Diffusion processes and stochastic analysis on manifolds (58J65)

Cites Work

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• The Pricing of Options and Corporate Liabilities
• Lectures on stochastic flows and applications. Delivered at the Indian Institute of Science, Bangalore, under the T.I.F.R.-I.I.Sc. programme in applications of mathematics. Notes by M. K. Ghosh
• Geometric arbitrage theory and market dynamics
• The fundamental theorem of asset pricing for unbounded stochastic processes
• A general version of the fundamental theorem of asset pricing
• Interest rates and information geometry
• Gauge geometry of financial markets
• Financial Derivatives in Theory and Practice
• Riemannian geometry

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