Hasanjan Sayit (WPI) - On the Existence of Consistent Price Systems
Mathematics - Colloquium
| Date & Time: |
Friday, November 20, 2009 11:00 AM-12:00 PM |
|
|---|---|---|
| Suggested Audiences: | Adult, College | |
| Location: Find Local Food & Accommodations |
WPI: Stratton Hall 203 100 Institute Road Worcester, MA 01609-2280 |
|
| Description: | ABSTRACT: In a recent paper by Guasoni, Rasonyi, and Schachermayer, the conditional full support (CFS) condition was introduced as a sufficient condition for the existence of consistent price systems (CPSs). In this note, we give a weaker sufficient condition for a CPS to exist. We use this condition to describe a mechanism to construct models with CPSs. Using this mechanism we give two examples that admit CPSs but do not have the CFS property. |
|
| More Information: |
E-mail:
ma-chair@wpi.edu
Entered by: WPI: Mathematical Sciences Department |
|
Local Restaurants
Created: October 15, 2009 at 3:28 PM
Last Modified: November 16, 2009 at 10:10 AM
The events posted on the Social Web are the creations of its users. Please contact the person posting the event with your questions or concerns. Commercial use of this content without the prior expressed written permission of the Social Web is strictly prohibited. See Legal Notice
