The wedge of arbitrage free prices: anything goes
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- Roko Aliprantis & Monique Florenzano & Daniella Puzzello & Rabee Tourky, 2006. "The wedge of arbitrage free prices: anything goes," Cahiers de la Maison des Sciences Economiques b06070, Université Panthéon-Sorbonne (Paris 1).
- Roko Aliprantis & Monique Florenzano & Daniella Puzzello & Rabee Tourky, 2006. "The wedge of arbitrage free prices: anything goes," Post-Print halshs-00112202, HAL.
References listed on IDEAS
- Aliprantis, Charalambos D. & Florenzano, Monique & Tourky, Rabee, 2004.
"General equilibrium analysis in ordered topological vector spaces,"
Journal of Mathematical Economics, Elsevier, vol. 40(3-4), pages 247-269, June.
- Charalambos D. Aliprantis & Monique Florenzano & Rabee Tourky, 2004. "General equilibrium analysis in ordered topological vector spaces," Post-Print halshs-00086791, HAL.
- Charalambos D. Aliprantis & Monique Florenzano & Rabee Tourky, 2004. "General equilibrium analysis in ordered topological vector spaces," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00086791, HAL.
- Aliprantis, Charalambos D. & Florenzano, Monique & Tourky, Rabee, 2005.
"Linear and non-linear price decentralization,"
Journal of Economic Theory, Elsevier, vol. 121(1), pages 51-74, March.
- Charalambos D. Apliprantis & Monique Florenzano & Rabee Tourky, 2003. "Linear And Non-Linear Price Decentralization," Department of Economics - Working Papers Series 867, The University of Melbourne.
- Charalambos D. Aliprantis & Monique Florenzano & Rabee Tourky, 2005. "Linear and non-linear price decentralization," Post-Print halshs-00086101, HAL.
- Charalambos D. Aliprantis & Monique Florenzano & Rabee Tourky, 2005. "Linear and non-linear price decentralization," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00086101, HAL.
- N/A, 1970. "Note," Review of Radical Political Economics, Union for Radical Political Economics, vol. 2(4), pages 1-1, October.
- Aliprantis, C. D. & Florenzano, M. & Martins-da-Rocha, V. F. & Tourky, R., 2004.
"Equilibrium analysis in financial markets with countably many securities,"
Journal of Mathematical Economics, Elsevier, vol. 40(6), pages 683-699, September.
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- Charalambos D. Aliprantis & Monique Florenzano & Victor-Filipe Martins-Da-Rocha & Rabee Tourky, 2004. "Equilibrium analysis in financial markets with countably many securities," Post-Print halshs-00086810, HAL.
- Aliprantis, Charalambos D. & Monteiro, Paulo K. & Tourky, Rabee, 2004. "Non-marketed options, non-existence of equilibria, and non-linear prices," Journal of Economic Theory, Elsevier, vol. 114(2), pages 345-357, February.
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More about this item
Keywords
securities markets; arbitrage free prices; Closed cones; pull-back; marchés d'actifs; Cones fermés; images inverses de cones; prix sans arbitrage;All these keywords.
JEL classification:
- C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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