Looking for arbitrage
AbstractWe consider financial contracts that are tradeble in any quantities at fixed prices. A bundle of such contracts constitutes an arbitrage if it offers non-negative payiff in any future state, but commands negative present cost. This note brings together fairly recent results on how to find an arbitrage provided some exists.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Elsevier in its journal International Review of Economics & Finance.
Volume (Year): 9 (2000)
Issue (Month): 1 (February)
Contact details of provider:
Web page: http://www.elsevier.com/locate/inca/620165
Other versions of this item:
- Flam, S.D., 2000. "Looking for Arbitrage," Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen 207, Department of Economics, University of Bergen.
- Flam, S.D., 1998. "Looking for Arbitrage," Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen 0598, Department of Economics, University of Bergen.
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Cox, John C. & Ross, Stephen A., 1976. "The valuation of options for alternative stochastic processes," Journal of Financial Economics, Elsevier, Elsevier, vol. 3(1-2), pages 145-166.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).
If references are entirely missing, you can add them using this form.