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Le principe d'arbitrage en économie financiere

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  • Hal R. Varian

Abstract

This paper shows the power of the arbitrage principle in financial economics. This principle yields some equilibrium conditions which can be used to calculate the values of many securities and financial assets. It is applied to the comparison between American and European options. It is also shown how the principle may serve to evaluate derivative assets.

Suggested Citation

  • Hal R. Varian, 1988. "Le principe d'arbitrage en économie financiere," Annals of Economics and Statistics, GENES, issue 10, pages 1-22.
    • Handle: RePEc:adr:anecst:y:1988:i:10:p:1-22
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    File URL: http://www.jstor.org/stable/20075693
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    Cited by:

    1. Jean-Michel Courtault, 1995. "Relations de Fischer et neutralité de l'inflation," Revue Économique, Programme National Persée, vol. 46(4), pages 1063-1079.

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