CSpace
Finite horizon arbitrage-free security markets
Zhang, SM; Wang, YY
1998
Source PublicationACTA MATHEMATICA SCIENTIA
ISSN0252-9602
Volume18Issue:2Pages:203-211
AbstractThis paper studies the weakly and strictly arbitrage-free security markets. The authors extend the Farkas-Minkowski's Lemma and Stiemke's Lemma from two periods to finite periods and from finite-dimensional (Euclidean) space to locally convex topological space and separable Banach space, show weakly and strictly arbitrage-free security pricing theory, then obtain the conditional expectation form of weakly and strictly arbitrage-free security pricing formula.
KeywordFarkas-Minkowski's Lemma Stiemke's Lemma weakly arbitrage-free strictly arbitrage-free
Language英语
WOS Research AreaMathematics
WOS SubjectMathematics
WOS IDWOS:000075068600011
PublisherBALTZER SCI PUBL BV
Citation statistics
Cited Times:3[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/13752
Collection中国科学院数学与系统科学研究院
Affiliation1.Tsing Hua Univ, Sch Econ & Management, Beijing 100084, Peoples R China
2.Acad Sinica, Inst Syst Sci, Beijing 100080, Peoples R China
Recommended Citation
GB/T 7714
Zhang, SM,Wang, YY. Finite horizon arbitrage-free security markets[J]. ACTA MATHEMATICA SCIENTIA,1998,18(2):203-211.
APA Zhang, SM,&Wang, YY.(1998).Finite horizon arbitrage-free security markets.ACTA MATHEMATICA SCIENTIA,18(2),203-211.
MLA Zhang, SM,et al."Finite horizon arbitrage-free security markets".ACTA MATHEMATICA SCIENTIA 18.2(1998):203-211.
Files in This Item:
There are no files associated with this item.
Related Services
Recommend this item
Bookmark
Usage statistics
Export to Endnote
Google Scholar
Similar articles in Google Scholar
[Zhang, SM]'s Articles
[Wang, YY]'s Articles
Baidu academic
Similar articles in Baidu academic
[Zhang, SM]'s Articles
[Wang, YY]'s Articles
Bing Scholar
Similar articles in Bing Scholar
[Zhang, SM]'s Articles
[Wang, YY]'s Articles
Terms of Use
No data!
Social Bookmark/Share
All comments (0)
No comment.
 

Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.