Arbitrage and control problems in finance. A presentation
Article Abstract:
Research is presented describing the study of asset pricing using an arbitrage method which relies on a perfect market for reliable outcomes compared with similar methods.
Publication Name: The Journal of Mathematical Economics
Subject: Mathematics
ISSN: 0304-4068
Year: 2001
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The Harrison-Pliska arbitrage pricing theorem under transaction costs
Article Abstract:
Research is presented describing the study of asset pricing using an arbitrage method which relies on a perfect market for reliable outcomes compared with similar methods.
Publication Name: The Journal of Mathematical Economics
Subject: Mathematics
ISSN: 0304-4068
Year: 2001
User Contributions:
Comment about this article or add new information about this topic:
Arbitrage and viability in securities markets with fixed trading costs
Article Abstract:
Research is presented describing the study of fixed costs in the transaction and trading of securities and the role of viability in pricing strategy.
Publication Name: The Journal of Mathematical Economics
Subject: Mathematics
ISSN: 0304-4068
Year: 2001
User Contributions:
Comment about this article or add new information about this topic:
- Abstracts: Arbitrage and approximation theory. Utility maximization under capital growth constraints. Global convergence of the stochastic tatonnement process
- Abstracts: Indeterminacy in general equilibrium economies with incomplete financial markets: mixed asset returns
- Abstracts: A dynamic model selection procedure to forecast using multi-process models. Robust modelling of ARCH models