Stochastic measures of arbitrage-Reference-Cited by-同舟云学术

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Stochastic measures of arbitrage

Published:2002-12 Issue:2 Volume:10 Page:289-324
ISSN:1134-5764
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language:en
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Author:

Balbás Alejandro,Muñoz-Bouzo María José

Publisher

Springer Science and Business Media LLC

Subject

Discrete Mathematics and Combinatorics,Statistics and Probability,Management Science and Operations Research,Information Systems and Management,Modelling and Simulation

Link

http://link.springer.com/content/pdf/10.1007/BF02579021.pdf

Reference30 articles.

1. Anderson E.J. and Nash P. (1987).Linear Programming in Infinite-Dimensional Spaces. John Wiley.

2. Balbás A. and Guerra P.J. (1996). Sensitivity Analysis for Convex Multiobjective Programming in Abstract Spaces.Journal of Mathematical Analysis and Applications 202, 645–658.

3. Balbás A., Guerra P.J. and Muñoz-Bouzo M.J. (2002a). The Balance Space Approach in Optimization with Riesz Spaces Valued Objectives. An Application to Financial Markets.Computers and Mathematics with Applications 44, 887–897.

4. Balbás A., Longarela I.R. and Lucia J. (1999). How Financial Theory Applies to Catastrophe-Linked Derivatives: An Empirical Test of Several Pricing Models.Journal of Risk and Insurance 66, 551–582.

5. Balbás A., Longarela I.R. and Pardo A. (2000). Integration and Arbitrage in the Spanish Financial Markets: An Empirical Approach.Journal of Futures Markets 20, 321–344.

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