Department of Statistics Unitmark
Dietrich College of Humanities and Social Sciences

The Fundamental Theorems of Prevision and Asset Pricing

Publication Date

June, 2006

Publication Type

Tech Report

Author(s)

Mark Schervish, Teddy Seidenfeld, Joseph B. Kadane

Abstract

We explore the connections between the concepts of coherence, as defined by deFinetti, and arbitrage in financial markets.