A Systematic Approach to Constructing Market Models With Arbitrage

This short note provides a systematic construction of market models without unbounded profits but with arbitrage opportunities.

Year of publication:	2013-09
Authors:	Ruf, Johannes ; Runggaldier, Wolfgang
Institutions:	arXiv.org

Extent:	application/pdf
Series:	Papers.
Type of publication:	Book / Working Paper
Notes:	Published in forthcoming in "Arbitrage, Credit and Informational Risks", Proceedings of the Sino-French Research Program in Financial Mathematics Conference, Beijing June 2013
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010721366