Banach geometry of arbitrage free markets

A. V. Lebedev and P. P. Zabreiko

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Abstract: The article presents a description of geometry of Banach structures forming mathematical base of markets arbitrage absence type phenomena. In this connection the role of reflexive subspaces (replacing classically considered finite-dimensional subspaces) and plasterable cones is uncovered.

Date: 2014-10, Revised 2016-07
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