Nietert, Bernhard; Wilhelm, Jochen - 2001
Germany
Some Economic Remarks
on Arbitrage Theory
Bernhard Nietert and Jochen Wilhelm
Discussion paper no. B{7{01
Series in … the respective author(s)
Some Economic Remarks on Arbitrage Theory
Bernhard Nietert and Jochen Wilhelm
Abstract:
Today …’s primarily mathematically oriented arbitrage theory does not address some eco-
nomically important aspects of pricing. These are …