A Systematic Approach to Constructing Market Models With Arbitrage
Pricing of Securities
2013-12-12 v2
Abstract
This short note provides a systematic construction of market models without unbounded profits but with arbitrage opportunities.
Keywords
Cite
@article{arxiv.1309.1988,
title = {A Systematic Approach to Constructing Market Models With Arbitrage},
author = {Johannes Ruf and Wolfgang Runggaldier},
journal= {arXiv preprint arXiv:1309.1988},
year = {2013}
}
Comments
Very minor changes