Stochastic measures of arbitrage

Alejandro Balbás () and María Muñoz-Bouzo ()

TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, 2002, vol. 10, issue 2, 289-324

Keywords: Arbitrage; risk-neutral probability measure; market integration; vector optimization; dual problem; duality gap; 90A09; 90B50; 90C29 (search for similar items in EconPapers)
Date: 2002
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DOI: 10.1007/BF02579021

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