Arbitrage approximation theory
type: Item
instance of: scholarly article
title: Arbitrage approximation theory
zbMATH Open document ID: 0938.91021
DOI: 10.1016/S0304-4068(99)00016-6
author: Stephen A. Clark
published in: Journal of Mathematical Economics
publication date: 2000-06-27T00:00:00Z
Mathematics Subject Classification ID: 91B24
zbMATH DE Number: 1436059
zbMATH Keywords: linear price functional
zbMATH Keywords: valuation operator
zbMATH Keywords: approximate arbitrage
zbMATH Keywords: free lunches
zbMATH Keywords: contingent claim
zbMATH Keywords: market
MaRDI profile type: Publication
cites work: The valuation problem in arbitrage price theory
cites work: Q4772243
cites work: Arbitrage and equilibrium in economies with infinitely many commodities
cites work: Q5555984
cites work: Q3996430
cites work: Q5620935
cites work: Arbitrage and the Existence of Competitive Equilibrium
Wikidata QID: Q126382580
Recommended article: Arbitrage theory
Recommended article: Arbitrage and approximate arbitrage: the fundamental theorem of asset pricing
Recommended article: Arbitrage Theory in Continuous Time
Recommended article: ARBITRAGE PRICING THEORY IN ERGODIC MARKETS
Recommended article: Arbitrage pricing theory and risk-neutral measures
Recommended article: On the arbitrage pricing theory
Recommended article: A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing
Recommended article: Arbitrage theory for non convex financial market models
Recommended article: Arbitrage Theory: A Mathematical Introduction
Recommended article: Probabilistic Aspects of Arbitrage
description: scientific article; zbMATH DE number 1436059