Looking for Arbitrage

Sjur Flåm

Norway; Department of Economics, University of Bergen from Department of Economics, University of Bergen

Abstract: We consider financial contracts that are tradeble in any quantities at fixed prices. A bundle of such contracts constitutes an arbitrage if it offers non-negative payiff in any future state, but commands negative present cost. This note brings together fairly recent results on how to find an arbitrage provided some exists.

Keywords: CONTRACTS; ARBITRAGE (search for similar items in EconPapers)
JEL-codes: E44 E47 G11 G12 (search for similar items in EconPapers)
Pages: 9 pages
Date: 1998
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Journal Article: Looking for arbitrage (2000)
Working Paper: Looking for Arbitrage (2000)
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Persistent link: https://EconPapers.repec.org/RePEc:fth:bereco:0598

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