• DocumentCode
    2344066
  • Title

    Robust No Asymptotic Free-Lunch

  • Author

    Dong, Hongbin

  • Author_Institution
    China Inst. for Actuarial Sci., Center Univ. of Finance & Econ., Beijing, China
  • fYear
    2011
  • fDate
    15-19 April 2011
  • Firstpage
    223
  • Lastpage
    227
  • Abstract
    In this paper, we introduce a new concept - robust no asymptotic free lunch, provide a necessary and sufficient condition for robust no asymptotic free lunch, and give the existence of a strong consistent price system.
  • Keywords
    pricing; price system; robust No asymptotic free lunch; sufficient condition; Cost accounting; Economics; Finance; Friction; Pricing; Robustness; Security; Absence of arbitrage; free lunch; market frictions; pricing rule; viability;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Computational Sciences and Optimization (CSO), 2011 Fourth International Joint Conference on
  • Conference_Location
    Yunnan
  • Print_ISBN
    978-1-4244-9712-6
  • Electronic_ISBN
    978-0-7695-4335-2
  • Type

    conf

  • DOI
    10.1109/CSO.2011.231
  • Filename
    5957647
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2344066