Journal of applied mathematics & informatics

The Korean Society for Computational and Applied Mathematics (한국전산응용수학회)
권호 표지

ON THE ARBITRAGE PORTFOLIOS OF MARKET MODEL WITH CUMULATIVE ENDOWMENT

  • Choi, Won (Department of Mathematics, University of Incheon) ;
  • Ryu, In-Sang (Department of Mathematics, Sung Kyun Kwan University) ;
  • Shin, V.I. (Institute of Problems and informatics, Russian Academy of Sciences)
  • Published : 2001.09.01

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Abstract

In this paper, we show the existence of securities protfolio in security model with influx and find the non-arbitrage class of protfolios.

Keywords

References

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