Geodesic
Remarks on simple arbitrage on markets with bid and ask prices
Agnieszka Rygiel 1   ; Łukasz Stettner 2
1 Department of Mathematics Cracow University of Economics 31-510 Kraków, Poland
2 Institute of Mathematics Polish Academy of Sciences 00-656 Warszawa, Poland and Vistula University
Applicationes Mathematicae, Tome 44 (2017) no. 1, pp. 33-55 Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences

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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.
DOI : 10.4064/am2310-11-2016
Keywords: consider various kinds simple investment strategies markets bid ask prices formulate necessary sufficient conditions absence arbitrage using those strategies part paper study absence arbitrage simple strategies without shortselling

Agnieszka Rygiel  1   ; Łukasz Stettner  2

1 Department of Mathematics Cracow University of Economics 31-510 Kraków, Poland
2 Institute of Mathematics Polish Academy of Sciences 00-656 Warszawa, Poland and Vistula University 
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Agnieszka Rygiel; Łukasz Stettner. Remarks on simple arbitrage on markets with bid and ask prices. Applicationes Mathematicae, Tome 44 (2017) no. 1, pp. 33-55. doi: 10.4064/am2310-11-2016

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