Banach geometry of arbitrage free markets
Mathematical Finance
2016-07-26 v3
Abstract
The article presents a description of geometry of Banach structures forming mathematical base of markets arbitrage absence type phenomena. In this connection the role of reflexive subspaces (replacing classically considered finite-dimensional subspaces) and plasterable cones is uncovered.
Keywords
Cite
@article{arxiv.1410.4807,
title = {Banach geometry of arbitrage free markets},
author = {A. V. Lebedev and P. P. Zabreiko},
journal= {arXiv preprint arXiv:1410.4807},
year = {2016}
}
Comments
19 pages, 3 figures