Arbitrage and universal pricing.
type: Item
instance of: scholarly article
title: Arbitrage and universal pricing.
zbMATH Open document ID: 1100.91523
DOI: 10.1016/S0165-1889(01)00087-2
author: David G. Luenberger
publication date: 2002-07-15T00:00:00Z
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 1768105
zbMATH Keywords: Arbitrage pricing
zbMATH Keywords: Zero-level pricing
MaRDI profile type: Publication
cites work: Q5722776
cites work: Martingales and arbitrage in multiperiod securities markets
cites work: Q5566063
cites work: A preference foundation for log mean-variance criteria in portfolio choice problems
cites work: Valuing Risky Projects: Option Pricing Theory and Decision Analysis
full work available at URL: s0165-1889(01)00087-2
OpenAlex ID: W2117234703
published in: Journal of Economic Dynamics and Control
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description: scientific article; zbMATH DE number 1768105