Arbitrage free markets geometry
The article presents a description of geometry of Banach structures forming mathematical base of the 'Fundamental Theorem of asset Pricing' type phenomena. In this connection we uncover the role of plasterable cones and reflexive subspaces.
Year of publication: |
2014-10
|
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Authors: | Lebedev, A. V. ; Zabreiko, P. P. |
Institutions: | arXiv.org |
Saved in:
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