{"paper":{"title":"Universal Arbitrage Aggregator in Discrete Time Markets under Uncertainty","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR"],"primary_cat":"q-fin.MF","authors_text":"Marco Frittelli, Marco Maggis, Matteo Burzoni","submitted_at":"2014-07-03T15:19:20Z","abstract_excerpt":"In a model independent discrete time financial market, we discuss the richness of the family of martingale measures in relation to different notions of Arbitrage, generated by a class $\\mathcal{S}$ of significant sets, which we call Arbitrage de la classe $\\mathcal{S}$. The choice of $\\mathcal{S}$ reflects into the intrinsic properties of the class of polar sets of martingale measures. In particular: for S=${\\Omega}$ absence of Model Independent Arbitrage is equivalent to the existence of a martingale measure; for $\\mathcal{S}$ being the open sets, absence of Open Arbitrage is equivalent to th"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1407.0948","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}