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...

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Dettagli Bibliografici
Autore principale:	Cruz Rambaud, Salvador
Natura:	info:eu-repo/semantics/article
Lingua:	English
Pubblicazione:	MDPI 2020
Soggetti:	arbitrage contingent claim free lunch discount function linear price linear space preference relation cone
Accesso online:	http://hdl.handle.net/10835/7471

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