3 citations · 5 across the 7 of their papers we have counts for
Showing 2009Show all
2 papers · 1 filter
q-fin.CP2009★ 3 cited
Geometric Arbitrage Theory and Market Dynamics Reloaded
Simone Farinelli
We have embedded the classical theory of stochastic finance into a differential geometric framework called Geometric Arbitrage Theory and show that it is possible to: --Write arbit…
q-fin.PR2009
Gauge Invariance, Geometry and Arbitrage
Samuel E. Vazquez, Simone Farinelli
In this work, we identify the most general measure of arbitrage for any market model governed by Itô processes. We show that our arbitrage measure is invariant under changes of num…