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The Mathematics of Arbitrage · Study

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ArticleThe Mathematics of Arbitrage

Freddy Delbaen2005

Article2005

The Mathematics of Arbitrage

Freddy Delbaen · Walter Schachermayer B

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Stochastic processes and financial applications Financial Markets and Investment Strategies Economic theories and models

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2015Arbitrage and duality in nondominated discrete-time models 2010ASSET PRICE BUBBLES IN INCOMPLETE MARKETS 2012A DYSFUNCTIONAL ROLE OF HIGH FREQUENCY TRADING IN ELECTRONIC MARKETS 2010Densities for rough differential equations under Hörmander’s condition 2008The fundamental theorem of asset pricing for continuous processes under small transaction costs 2012Time-consistent mean-variance portfolio selection in discrete and continuous time 2011Set-valued risk measures for conical market models 2013A Mathematical Theory of Financial Bubbles

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Year2005

Typearticle

Published2005-12-16

Languageit

Citations344

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/3-540-31299-4

openalex_workW403266949

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