naa a22 4500 510808387 CHVBK 20180411083429.0 cr unu---uuuuu 180411e20130101xx s 000 0 eng 10.1007/s11579-012-0074-5 doi (NATIONALLICENCE)springer-10.1007/s11579-012-0074-5 Arbitrage and hedging in a non probabilistic framework [Elektronische Daten] [A. Alvarez, S. Ferrando, P. Olivares] The paper studies the existence of arbitrage strategies in models without a semi-martingale structure. This is achieved by starting with a trajectory space that is treated as a topological space. Classes of admissible portfolios are then introduced providing arbitrage free market models in a trajectory based sense. Several examples, extending the trajectory classes of Brownian diffusion, fractional Brownian motion, weak Brownian motion and counting processes illustrate the new approach. Springer-Verlag, 2012 Arbitrage nationallicence Non-probabilistic models nationallicence Quadratic variation nationallicence Skorohod's distance nationallicence Fractional Brownian motion nationallicence Counting process nationallicence Alvarez A. Department of Mathematics, Ryerson University, Toronto, ON, Canada aut Ferrando S. Department of Mathematics, Ryerson University, Toronto, ON, Canada aut Olivares P. Department of Mathematics, Ryerson University, Toronto, ON, Canada aut Mathematics and Financial Economics Springer-Verlag 7/1(2013-01-01), 1-28 1862-9679 7:1<1 2013 7 11579 https://doi.org/10.1007/s11579-012-0074-5 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/s11579-012-0074-5 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Alvarez A. Department of Mathematics, Ryerson University, Toronto, ON, Canada aut NATIONALLICENCE 700 1- Ferrando S. Department of Mathematics, Ryerson University, Toronto, ON, Canada aut NATIONALLICENCE 700 1- Olivares P. Department of Mathematics, Ryerson University, Toronto, ON, Canada aut NATIONALLICENCE 773 0- Mathematics and Financial Economics Springer-Verlag 7/1(2013-01-01), 1-28 1862-9679 7:1<1 2013 7 11579 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer