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From small markets to big markets

Author

Listed:
  • Laurence Carassus

    (PULV - Pôle Universitaire Léonard de Vinci)

  • Miklós Rásonyi

    (Alfréd Rényi Institute of Mathematics - MTA - Hungarian Academy of Sciences)

Abstract

No abstract is available for this item.

Suggested Citation

  • Laurence Carassus & Miklós Rásonyi, 2020. "From small markets to big markets," Post-Print hal-04833471, HAL.
  • Handle: RePEc:hal:journl:hal-04833471
    DOI: 10.4064/bc122-3
    Note: View the original document on HAL open archive server: https://hal.science/hal-04833471v1
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    References listed on IDEAS

    as
    1. Stephen A. Ross, 2013. "The Arbitrage Theory of Capital Asset Pricing," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 1, pages 11-30, World Scientific Publishing Co. Pte. Ltd..
    2. Irene Klein, 2000. "A Fundamental Theorem of Asset Pricing for Large Financial Markets," Mathematical Finance, Wiley Blackwell, vol. 10(4), pages 443-458, October.
    3. repec:dau:papers:123456789/12663 is not listed on IDEAS
    4. Oleksii Mostovyi, 2018. "Utility Maximization In A Large Market," Mathematical Finance, Wiley Blackwell, vol. 28(1), pages 106-118, January.
    5. Laurence Carassus & Miklós Rásonyi, 2020. "Risk-Neutral Pricing for Arbitrage Pricing Theory," Post-Print hal-04842839, HAL.
    6. Y.M. Kabanov & D.O. Kramkov, 1998. "Asymptotic arbitrage in large financial markets," Finance and Stochastics, Springer, vol. 2(2), pages 143-172.
    7. William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, September.
    8. Michał Baran, 2007. "Asymptotic pricing in large financial markets," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 66(1), pages 1-20, August.
    9. Laurence Carassus & Miklós Rásonyi, 2020. "Risk-Neutral Pricing for Arbitrage Pricing Theory," Journal of Optimization Theory and Applications, Springer, vol. 186(1), pages 248-263, July.
    Full references (including those not matched with items on IDEAS)

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