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The Mathematics of Arbitrage

Author

Listed:
  • Freddy Delbaen
  • Walter Schachermayer

Abstract

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Suggested Citation

  • Freddy Delbaen & Walter Schachermayer, 2006. "The Mathematics of Arbitrage," Springer Finance, Springer, number 978-3-540-31299-4, November.
    • Handle: RePEc:spr:sprfln:978-3-540-31299-4
    DOI: 10.1007/978-3-540-31299-4
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    Cited by:

    1. Blessing, Jonas & Kupper, Michael & Sgarabottolo, Alessandro, 2025. "Discrete approximation of risk-based prices under volatility uncertainty," Center for Mathematical Economics Working Papers 742, Center for Mathematical Economics, Bielefeld University.
    2. Akash Deep & Chris Monico & W. Brent Lindquist & Svetlozar T. Rachev & Frank J. Fabozzi, 2025. "Binary Tree Option Pricing Under Market Microstructure Effects: A Random Forest Approach," Papers 2507.16701, arXiv.org.

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    More about this item

    Keywords

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    JEL classification:

    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing

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