Saved in:
Bibliographic Details
Main Author: Arca, Nahuel I.
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2508.13966
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866908934941442048
author Arca, Nahuel I.
author_facet Arca, Nahuel I.
contents In this paper we aim to study viability and completeness in finite markets. In order to do that, we characterize the set of equivalent martingale measures of two-period markets as convex combinations of a finite number of martingale measures. We provide an algorithm for finding such measures, that can be applied in other problems of convex geometry, and represents the starting point for a study of such characterizations of convex sets' intersections. We apply these results to the study of a discrete-time version of the Korn-Kreer-Lenssen model, and give an example of the limitations of using discrete-time models to understand continuous-time ones.
format Preprint
id arxiv_https___arxiv_org_abs_2508_13966
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Market Viability and Completeness for Multinomial Models
Arca, Nahuel I.
Mathematical Finance
In this paper we aim to study viability and completeness in finite markets. In order to do that, we characterize the set of equivalent martingale measures of two-period markets as convex combinations of a finite number of martingale measures. We provide an algorithm for finding such measures, that can be applied in other problems of convex geometry, and represents the starting point for a study of such characterizations of convex sets' intersections. We apply these results to the study of a discrete-time version of the Korn-Kreer-Lenssen model, and give an example of the limitations of using discrete-time models to understand continuous-time ones.
title Market Viability and Completeness for Multinomial Models
topic Mathematical Finance
url https://arxiv.org/abs/2508.13966