Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/289123| Title: | Banach geometry of arbitrage free markets |
| Authors: | Lebedev, A. V. Zabreiko, P. P. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика |
| Issue Date: | 2021 |
| Publisher: | Birkhauser |
| Citation: | Positivity 2021;25(2):679-699. |
| Abstract: | The article presents a description of geometry of Banach structures imitating arbitrage absence type phenomena in the models of financial markets. In this connection we uncover the role of reflexive subspaces (replacing classically considered finite-dimensional subspaces) and plasterable cones. A number of new geometric criteria for arbitrage freeness is proven; and an alternative description of a martingale measure existence not exploiting dual objects is obtained. |
| URI: | https://elib.bsu.by/handle/123456789/289123 |
| DOI: | 10.1007/s11117-020-00782-6 |
| Scopus: | 85088825750 |
| Licence: | info:eu-repo/semantics/openAccess |
| Appears in Collections: | Кафедра функционального анализа и аналитической экономики (статьи) |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 1410.4807.pdf | 226,12 kB | Adobe PDF | View/Open |
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