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Arbitrage approximation theory

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  • Clark, Stephen A.

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  • Clark, Stephen A., 2000. "Arbitrage approximation theory," Journal of Mathematical Economics, Elsevier, vol. 33(2), pages 167-181, March.
    • Handle: RePEc:eee:mateco:v:33:y:2000:i:2:p:167-181
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    References listed on IDEAS

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    1. Ross, Stephen A, 1978. "A Simple Approach to the Valuation of Risky Streams," The Journal of Business, University of Chicago Press, vol. 51(3), pages 453-475, July.
    2. Clark, Stephen A., 1993. "The valuation problem in arbitrage price theory," Journal of Mathematical Economics, Elsevier, vol. 22(5), pages 463-478.
    3. Kreps, David M., 1981. "Arbitrage and equilibrium in economies with infinitely many commodities," Journal of Mathematical Economics, Elsevier, vol. 8(1), pages 15-35, March.
    4. Werner, Jan, 1987. "Arbitrage and the Existence of Competitive Equilibrium," Econometrica, Econometric Society, vol. 55(6), pages 1403-1418, November.
    5. repec:arz:wpaper:eres1993-121 is not listed on IDEAS
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    Cited by:

    1. Constantin Zălinescu, 2008. "On Zero Duality Gap and the Farkas Lemma for Conic Programming," Mathematics of Operations Research, INFORMS, vol. 33(4), pages 991-1001, November.
    2. Salvador Cruz Rambaud, 2019. "Algebraic Properties of Arbitrage: An Application to Additivity of Discount Functions," Mathematics, MDPI, vol. 7(9), pages 1-25, September.
    3. Gianluca Cassese, 2008. "Asset Pricing With No Exogenous Probability Measure," Mathematical Finance, Wiley Blackwell, vol. 18(1), pages 23-54, January.
    4. Stephen A. Clark, 2003. "An Infinite-Dimensional LP Duality Theorem," Mathematics of Operations Research, INFORMS, vol. 28(2), pages 233-245, May.

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