pith:KSJVSXF4
Aharanov-Bohm Type Arbitrage and Homological Obstructions in Financial Markets
Non-trivial holonomy in market filtrations converts into a predictable self-financing trading strategy under admissibility conditions.
arxiv:2604.10492 v3 · 2026-04-12 · q-fin.MF
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Claims
Under suitable admissibility conditions, non-trivial holonomy can be converted into a predictable self-financing trading strategy.
That the multiplicative distortion dF(i) induced by the conditional expectation functor has direct economic meaning as arbitrage and that the holonomy along loops in the time category T corresponds to a realizable trading opportunity rather than a purely formal quantity.
Non-trivial holonomy of the multiplicative distortion induced by the conditional expectation functor on a market filtration corresponds to Aharonov-Bohm arbitrage realizable as a self-financing trading strategy under admissibility conditions.
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| First computed | 2026-05-29T02:05:44.725046Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
Canonical hash
5493595cbc1abbf6190bd25ba8c358789893f888a0352062bcd0d29cac82389a
Aliases
· · · · ·Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/KSJVSXF4DK57MGIL2JN2RQ2YPC \
| jq -c '.canonical_record' \
| python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: 5493595cbc1abbf6190bd25ba8c358789893f888a0352062bcd0d29cac82389a
Canonical record JSON
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