Looking for Arbitrage.

We consider financial contracts that are tradable in any quantities at fixed prices. A bundle of such contracts constitutes an arbitrage if it offers non-negative payoff in any future state, but commands negative present cost. This article brings together fairly recent results on how to find an arbitrage provided some exists.

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Year of publication:	2000
Authors:	Flam, S.D.
Institutions:	Institutt for Økonomi, Universitetet i Bergen
Subject:	MATHEMATICAL ANALYSIS \| FINANCIAL MARKET

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Series:	Norway; Department of Economics, University of Bergen.
Type of publication:	Book / Working Paper
Notes:	9 pages
Classification:	C63 - Computational Techniques ; G11 - Portfolio Choice
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005675277