Algebraic Properties of Arbitrage: An Application to Additivity of Discount Functions

Algebraic Properties of Arbitrage: An Application to Additivity of Discount Functions

Background: This paper aims to characterize the absence of arbitrage in the context of the Arbitrage Theory proposed by Kreps (1981) and Clark (2000) which involves a certain number of well-known financial markets. More specifically, the framework of this model is a linear (topological) space X in w...

Descripció completa

Dades bibliogràfiques
Autor principal:	Cruz Rambaud, Salvador
Format:	info:eu-repo/semantics/article
Idioma:	English
Publicat:	MDPI 2020
Matèries:	arbitrage contingent claim free lunch discount function linear price linear space preference relation cone
Accés en línia:	http://hdl.handle.net/10835/7471

Ítems similars

Constructing a linearly ordered topological space from a fractal structure: a probabilistic approach
per: Gálvez Rodríguez, José Fulgencio, et al.
Publicat: (2022)

The Distribution Function of a Probability Measure on a Linearly Ordered Topological Space
per: Gálvez Rodríguez, José Fulgencio, et al.
Publicat: (2020)

Delay Effect and Subadditivity. Proposal of a New Discount Function: The Asymmetric Exponential Discounting
per: Cruz Rambaud, Salvador, et al.
Publicat: (2020)

Building a Social Discount Rate to be Applied in US Afforestation Project Appraisal
per: Muñoz Torrecillas, María José, et al.
Publicat: (2020)

On Composition Ideals and Dual Ideals of Bounded Holomorphic Mappings
per: Cabrera Padilla, María De Gádor, et al.
Publicat: (2024)

Discounted and Expected Utility from the Probability and Time Trade-Off Model
per: Cruz Rambaud, Salvador, et al.
Publicat: (2020)

Valuation Fuzzy Soft Sets: A Flexible Fuzzy Soft Set Based Decision Making Procedure for the Valuation of Assets
per: R. Alcantud, José Carlos, et al.
Publicat: (2020)

Estimation of coefficient of variation using calibrated estimators in double stratified random sampling
per: Shahzad, Usman, et al.
Publicat: (2023)

Análisis experimental de las condiciones que influyen en la aparición del comportamiento humorístico
per: Bebber, Matheus
Publicat: (2022)

Are Delay and Interval Effects the Same Anomaly in the Context of Intertemporal Choice in Finance?
per: Cruz Rambaud, Salvador, et al.
Publicat: (2021)

Novel Constrain-Based Modeling approaches for the identification of metabolic drug targets in cancer.
per: Apaolaza-Emparanza, I.(Iñigo), et al.
Publicat: (2020)

Counter-arguing as barriers to environmentally motivated consumption reduction: A multi-country study
per: Lasarov, Wassili, et al.
Publicat: (2024)

A Comparison of Machine-Learning Methods to Select Socioeconomic Indicators in Cultural Landscapes
per: Maldonado González, Ana Devaki, et al.
Publicat: (2020)

Topology optimization of high-speed rail bridges considering passenger comfort
per: Carrion Monsalve, Juan Eugenio
Publicat: (2024)

Optimal Water Management in Agro-Industrial Districts: An Energy Hub’s Case Study in the Southeast of Spain
per: Ramos Teodoro, Jerónimo, et al.
Publicat: (2021)

Linear alkylbenzene sulfonates and related compounds

Bidaiari-trenen esekidura pneumatikoaren karakterizazio eta modelizazio dinamikoa.
per: Mendia-García, I. (Irati), et al.
Publicat: (2023)

Understanding school effects in South Africa using multilevel analysis: findings from TIMSS 2011
per: Winnaar, L. D., et al.
Publicat: (2015)

Some properties of continuous linear operator in topological vector PN spaces
per: Gaemi, M.B., et al.
Publicat: (2014)

Volume of the Upper Airway in Different Facial Skeletal Patterns Of A Population of Palastudents From the University Of Cuenca Using Cone Beam Computed Tomography
per: Iniguez Matute, Wendy Dayanna, et al.
Publicat: (2024)

Metal free phosphorus butterfly compounds
per: Scalambra, Franco, et al.
Publicat: (2024)

Environmental and Human Controls of Ecosystem Functional Diversity in Temperate South America
per: Alcaraz Segura, Domingo, et al.
Publicat: (2020)

Soil Sustainability: Analysis of the Soil Compaction under Heavy Agricultural Machinery Traffic in Extensive Crops
per: Botta, Guido Fernando, et al.
Publicat: (2022)

Antimicrobial peptides in the battle against orthopedic implant-related infections: A review
per: Costa, B. (Bruna), et al.
Publicat: (2024)

Unidad Didáctica “Funciones Lineales”
per: Trujillo Grandit, David
Publicat: (2021)

Evidence of the gluten free and casein free diet in autism spectrum disorders (ASDs): a systematic review
per: Bauset, S.M. (Salvador M.), et al.
Publicat: (2014)

Valoración de la empresa Dia Corporate utilizando el método de descuento de los flujos de caja
per: Belrhiti Alaoui El Maghraoui, Ashraf
Publicat: (2019)

Interpersonal Support, Emotional Intelligence and Family Function in Adolescence
per: Barragán Martín, Ana Belén, et al.
Publicat: (2021)

Synthesis of quinoxaline 1,4-di-N-oxide derivatives on solid support using room temperature and microwave-assisted solvent-free procedures
per: Gomez-Caro, L.C. (Lilia C.), et al.
Publicat: (2013)

A New Approach to Intertemporal Choice: The Delay Function
per: Cruz Rambaud, Salvador, et al.
Publicat: (2020)

Pre-service teacher knowledge of behavior function: implications within the classroom
per: Youngblom, Rachel, et al.
Publicat: (2014)

Asociación entre las distintas fases del sprint y los cambios de dirección en jugadores y jugadoras de baloncesto
per: Peláez Belmonte, Carlos Manuel
Publicat: (2021)

Learning Mixtures of Truncated Basis Functions from Data
per: Langseth, Helge, et al.
Publicat: (2017)

Design and evaluation of functional meat products
per: Garcia-Iñiguez-de-Ciriano, M. (Mikel), et al.
Publicat: (2014)

Measuring Financial Knowledge: A Macroeconomic Perspective
per: Oliver Márquez, Francisco José, et al.
Publicat: (2024)

Mixtures of Truncated Basis Functions
per: Langseth, Helge, et al.
Publicat: (2017)

Functions of american english. Communication activities for the classroon

Development of a low cost wearable prevention system for MSDs using IMU systems and electrically conductive materials via additive manufacturiing.
per: Cao, C. (Chuan), et al.
Publicat: (2020)

Resistance Circuit Training or Walking Training: Which Program Improves Muscle Strength and Functional Autonomy More in Older Women?
per: Moraes Ramos, Ayrton, et al.
Publicat: (2022)

Family Functioning, Emotional Intelligence, and Values: Analysis of the Relationship with Aggressive Behavior in Adolescents
per: Pérez Fuentes, María Del Carmen, et al.
Publicat: (2020)