English

Caratheodory, Finite Resources and the Geometry of Arbitrage

Portfolio Management 2026-02-19 v1

Abstract

Caratheodory's axiom of adiabatic inaccessibility states that, in any neighborhood of a thermodynamic state, certain states remain unreachable via adiabatic processes. Non-arbitrage mirrors this topological restriction in finance. Preserving this constraint in resource-limited systems identifies the exponential family not as a modeling convenience but as the requisite geometric structure unifying both domains.

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Cite

@article{arxiv.2602.16539,
  title  = {Caratheodory, Finite Resources and the Geometry of Arbitrage},
  author = {B. K. Meister},
  journal= {arXiv preprint arXiv:2602.16539},
  year   = {2026}
}

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6 pages