Showing 141 - 150 of 16,157
Persistent link: https://www.econbiz.de/10007391025
Persistent link: https://www.econbiz.de/10007282003
We study the convexity property of the set of arbitrage-free prices for a multi-period financial exchange economy. We provide sufficient conditions for the set of arbitrage-free prices to be a convex cone, which includes 2-date model. Further we show that a financial exchange economy with the...
Persistent link: https://www.econbiz.de/10010551755
Persistent link: https://www.econbiz.de/10010641995
Persistent link: https://www.econbiz.de/10006023711
Persistent link: https://www.econbiz.de/10006028932
Persistent link: https://www.econbiz.de/10006028934
Persistent link: https://www.econbiz.de/10006031884
Persistent link: https://www.econbiz.de/10006031886
Persistent link: https://www.econbiz.de/10006639830