{"title":"对有买入价和卖出价的市场上的简单套利的评论","authors":"A. Rygiel, Ł. Stettner","doi":"10.4064/AM2310-11-2016","DOIUrl":null,"url":null,"abstract":"We consider various kinds of simple investment strategies on markets with bid and ask prices. We formulate necessary and sufficient conditions for the absence of arbitrage using those strategies. In the last part of the paper we study the absence of arbitrage for simple strategies without shortselling.","PeriodicalId":52313,"journal":{"name":"Applicationes Mathematicae","volume":"297 1","pages":"33-55"},"PeriodicalIF":0.0000,"publicationDate":"2017-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Remarks on simple arbitrage on markets with bid and ask prices\",\"authors\":\"A. Rygiel, Ł. Stettner\",\"doi\":\"10.4064/AM2310-11-2016\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We consider various kinds of simple investment strategies on markets with bid and ask prices. We formulate necessary and sufficient conditions for the absence of arbitrage using those strategies. In the last part of the paper we study the absence of arbitrage for simple strategies without shortselling.\",\"PeriodicalId\":52313,\"journal\":{\"name\":\"Applicationes Mathematicae\",\"volume\":\"297 1\",\"pages\":\"33-55\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2017-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Applicationes Mathematicae\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.4064/AM2310-11-2016\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"Mathematics\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Applicationes Mathematicae","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.4064/AM2310-11-2016","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"Mathematics","Score":null,"Total":0}
Remarks on simple arbitrage on markets with bid and ask prices
We consider various kinds of simple investment strategies on markets with bid and ask prices. We formulate necessary and sufficient conditions for the absence of arbitrage using those strategies. In the last part of the paper we study the absence of arbitrage for simple strategies without shortselling.
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