The Story in a Nutshell

Freddy Delbaen () and Walter Schachermayer ()
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Freddy Delbaen: ETH Zürich
Walter Schachermayer: Technische Universität Wien

Chapter 1 in The Mathematics of Arbitrage, 2006, pp 3-9 from Springer

Abstract: The notion of arbitrage is crucial to the modern theory of Finance. It is the corner-stone of the option pricing theory due to F. Black, R. Merton and M. Scholes [BS 73], [M 73] (published in 1973, honoured by the Nobel prize in Economics 1997).

Date: 2006
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DOI: 10.1007/978-3-540-31299-4_1

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