Arbitrage and universal pricing-Reference-Cited by-同舟云学术

Arbitrage and universal pricing

Published:2002-08 Issue:9-10 Volume:26 Page:1613-1628
ISSN:0165-1889
Container-title:Journal of Economic Dynamics and Control
language:en
Short-container-title:Journal of Economic Dynamics and Control

Author:

Luenberger David G.

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference7 articles.

1. Topological Spaces;Berge,1963

2. Martingales and arbitrage in multiperiod securities markets;Harrison;Journal of Economic Theory,1979

3. Holtan, H.M., 1997. Asset valuation and optimal portfolio choice in incomplete markets. Ph.D. Dissertation, Department of Engineering-Economic Systems, Stanford University.

4. Optimization by Vector Space Methods;Luenberger,1969

5. A preference foundation for log mean–variance criteria in portfolio choice problems;Luenberger;Journal of Economic Dynamics and Control,1993

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