Absence of Arbitrage and Completeness of Market Models

Autor:	Carlo Sgarra, Emanuela Rosazza Gianin
Rok vydání:	2023
Předmět:	Computer Science::Computer Science and Game Theory Financial economics Valuation of options Sample space Fundamental theorem of asset pricing Trading strategy Business Risk arbitrage Arbitrage Completeness (statistics) Mathematical economics Index arbitrage
Zdroj:	UNITEXT ISBN: 9783031283772 UNITEXT ISBN: 9783319013565
DOI:	10.1007/978-3-031-28378-9_4
Popis:	In the following, we recall the notions of arbitrage, completeness and option pricing in quite general one-period (or multi-period) market models, but always based on a finite sample space.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e64eae43d9085411322f1d72c641d8b7 https://doi.org/10.1007/978-3-031-28378-9_4 Zobrazit plný text záznamu