A non-equilibrium geometric no-arbitrage principle

DOI10.1007/s11009-023-10049-8zbMath1521.91352MaRDI QIDQ6172236

Wanxiao Tang, Peibiao Zhao

Publication date: 16 August 2023

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

zbMATH Keywords

non-equilibriumconformal transformationno-arbitrageone-parameter transform group

Mathematics Subject Classification ID

Financial markets (91G15)

Cites Work

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• Geometric arbitrage theory and market dynamics
• Interest rates and information geometry
• Gauge geometry of financial markets
• Financial Derivatives in Theory and Practice
• A Comprehensive Introduction to Sub-Riemannian Geometry
• Existence of an Equilibrium for a Competitive Economy
• Riemannian geometry

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