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 tradable in any quantities at fixed prices. A bundle of such contracts constitutes an arbitrage if it offers non-negative payoff in any future state, but commands negative present cost. This article brings together fairly recent results on how to find an arbitrage provided some exists.

Keywords: MATHEMATICAL ANALYSIS; FINANCIAL MARKET (search for similar items in EconPapers)
JEL-codes: C63 G11 (search for similar items in EconPapers)
Pages: 9 pages
Date: 2000
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Journal Article: Looking for arbitrage (2000)
Working Paper: Looking for Arbitrage (1998)
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Persistent link: https://EconPapers.repec.org/RePEc:fth:bereco:207

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