Empty Pockets and No Money. About Short Sales and No-Arbitrage Portfolios

Ralf Korn () and Bernd Luderer ()
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Ralf Korn: TU Kaiserslautern
Bernd Luderer: TU Chemnitz

Chapter 37 in Money and Mathematics, 2021, pp 137-140 from Springer

Abstract: Abstract An arbitrage possibility describes the situation if one can profit from (usually very small) price differences at different markets. In theoretical studies it is usually assumed that such possibilities do not exist. Under this assumption, fair (theoretical) prices of complicated financial products can be determined.

Date: 2021
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DOI: 10.1007/978-3-658-34677-5_37

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