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Walter Schachermayer

No Arbitrage: On the Work of David Kreps.

W. Schachermayer
Positivity, Vol. 6 (2002), pp. 359-368. [R]

Abstract:

This note is based on the seminal paper of D. Kreps: Arbitrage and Equilibrium in Economies with Infinitely many Commodities. We give a (negative) solution to a conjecture raised in this paper as well as some remarks commenting on the results of this paper in view of the more recent literature.

Preprints:

[PostScript (198 k)] [PS.gz (80 k)] [PDF (176 k)] [DOI: 10.1023/A:1020262419556]


Publications marked with [R] have appeared in refereed journals.

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