مرکز منطقه ای اطلاع رساني علوم و فناوري - Using Tucker’s theorem of the alternative to simplify, review and expand discrete arbitrage theory

Title of article :

Using Tucker’s theorem of the alternative to simplify, review and expand discrete arbitrage theory

Author/Authors :

Markku Kallio، نويسنده , , William T. Ziemba، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

2281

To page :

2302

Keywords :

asset pricing , Derivatives pricing , Options pricing , Incomplete markets , Imperfectmarkets , Arbitrage theory

Journal title :

Journal of Banking and Finance

Serial Year :

2007

Journal title :

Journal of Banking and Finance

Record number :

194080

Link To Document :