Discrete-time market models from the small investor point of view and the first fundamental-type theorem
type: Item
instance of: scholarly article
title: Discrete-time market models from the small investor point of view and the first fundamental-type theorem
zbMATH Open document ID: 1390.91341
author: Anna Serwatka
author: Marek Karaś
published in: Annales Universitatis Paedagogicae Cracoviensis. Studia Mathematica
publication date: 2018-02-16T00:00:00Z
Mathematics Subject Classification ID: 91G99
Mathematics Subject Classification ID: 91B24
Mathematics Subject Classification ID: 91B25
Mathematics Subject Classification ID: 60G44
zbMATH DE Number: 6839838
zbMATH Keywords: market model
zbMATH Keywords: arbitrage strategy
zbMATH Keywords: arbitrage opportunity
zbMATH Keywords: arbitrege-free market
MaRDI profile type: Publication
full work available at URL: aupcsm-2017-0002
OpenAlex ID: W2735820540
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cites work: Arbitrage in markets with bid-ask spreads. The fundamental theorem of asset pricing in finite discrete time markets with bid-ask spreads and a money account
cites work: The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time
DOI: 10.1515/AUPCSM-2017-0002
description: scientific article; zbMATH DE number 6839838