Arbitrage free markets geometry

The article presents a description of geometry of Banach structures forming mathematical base of the 'Fundamental Theorem of asset Pricing' type phenomena. In this connection we uncover the role of plasterable cones and reflexive subspaces.

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Year of publication:	2014-10
Authors:	Lebedev, A. V. ; Zabreiko, P. P.
Institutions:	arXiv.org

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Extent:	application/pdf
Series:	Papers.
Type of publication:	Book / Working Paper
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010938958