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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

    as
    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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