Discrete-time market models from the small investor point of view and the first fundamental-type theorem

Publicado en línea: 27 ene 2018

Páginas: 17 - 40

Recibido: 14 mar 2016

Aceptado: 12 may 2017

DOI: https://doi.org/10.1515/aupcsm-2017-0002

Palabras clave

market model, arbitrage strategy, arbitrage opportunity, arbitrege-free market

© 2017 Marek Karaś et al., published by De Gruyter Open

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