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The Variation of Financial Arbitrage via the Use of an Information Wave Function

By Emmanuel Haven

Abstract

We define an ‘information wave function’, Ψ(q). We underline the role of risk-neutral probabilities in financial non-arbitrage. We argue how a change in the probabilities based on Ψ(q) can induce arbitrage

Publisher: Springer Verlag (Germany)
Year: 2007
DOI identifier: 10.1007/s10773-007-9506-z
OAI identifier: oai:lra.le.ac.uk:2381/3405
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