The Mathematics of Arbitrage
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Published By Springer Berlin Heidelberg

9783540219927, 9783540312994
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

The Kreps-Yan Theorem

2008 ◽  
pp. 71-83 ◽  
Author(s):  
Freddy Delbaen ◽  
Walter Schachermayer

scholarly journals The No-Arbitrage Property under a Change of Numéraire (1995)

2008 ◽  
pp. 217-230
Author(s):  
Freddy Delbaen ◽  
Walter Schachermayer
Keyword(s):  
No Arbitrage

Bachelier and Black-Scholes

2008 ◽  
pp. 57-69 ◽  
Author(s):  
Freddy Delbaen ◽  
Walter Schachermayer
Keyword(s):  
Black Scholes

The Dalang-Morton-Willinger Theorem

2008 ◽  
pp. 85-109 ◽  
Author(s):  
Freddy Delbaen ◽  
Walter Schachermayer

The Story in a Nutshell

2008 ◽  
pp. 3-9
Author(s):  
Freddy Delbaen ◽  
Walter Schachermayer

Utility Maximisation on Finite Probability Spaces

2008 ◽  
pp. 33-56
Author(s):  
Freddy Delbaen ◽  
Walter Schachermayer
Keyword(s):  
Utility Maximisation ◽  
Probability Spaces

A Primer in Stochastic Integration

2008 ◽  
pp. 111-128
Author(s):  
Freddy Delbaen ◽  
Walter Schachermayer
Keyword(s):  
Stochastic Integration

Arbitrage Theory in Continuous Time: an Overview

2008 ◽  
pp. 129-146 ◽  
Author(s):  
Freddy Delbaen ◽  
Walter Schachermayer
Keyword(s):  
Continuous Time
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