A general version of the fundamental theorem of asset pricing.

Freddy Delbaen; Walter Schachermayer

Mathematische Annalen (1994)

  • Volume: 300, Issue: 3, page 463-520
  • ISSN: 0025-5831; 1432-1807/e

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Delbaen, Freddy, and Schachermayer, Walter. "A general version of the fundamental theorem of asset pricing.." Mathematische Annalen 300.3 (1994): 463-520. <http://eudml.org/doc/165264>.

@article{Delbaen1994,
author = {Delbaen, Freddy, Schachermayer, Walter},
journal = {Mathematische Annalen},
keywords = {asset pricing; stochastic process; equivalent martingale measure; no arbitrage condition; no free lunch},
number = {3},
pages = {463-520},
title = {A general version of the fundamental theorem of asset pricing.},
url = {http://eudml.org/doc/165264},
volume = {300},
year = {1994},
}

TY - JOUR
AU - Delbaen, Freddy
AU - Schachermayer, Walter
TI - A general version of the fundamental theorem of asset pricing.
JO - Mathematische Annalen
PY - 1994
VL - 300
IS - 3
SP - 463
EP - 520
KW - asset pricing; stochastic process; equivalent martingale measure; no arbitrage condition; no free lunch
UR - http://eudml.org/doc/165264
ER -

Citations in EuDML Documents

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  1. Stefan Ankirchner, Peter Imkeller, Finite utility on financial markets with asymmetric information and structure properties of the price dynamics
  2. Alena Henclová, Notes on free lunch in the limit and pricing by conjugate duality theory
  3. Pierre Bertrand, La mémoire longue en économie : discussion et commentaires
  4. Wolfgang J. Runggaldier, Sugli sviluppi della matematica applicata in un settore interdisciplinare: la finanza matematica
  5. Maurizio Pratelli, Alcuni problemi matematici legati alla gestione ottima di un portafoglio
  6. Freddy Delbaen, Walter Schachermayer, The Banach space of workable contingent claims in arbitrage theory
  7. F. Delbaen, W. Schachermayer, Attainable claims with p'th moments
  8. Jiří Hozman, Tomáš Tichý, Option valuation under the VG process by a DG method
  9. Werner Brannath, Walter Schachermayer, A bipolar theorem for L + 0 ( Ω , ℱ , 𝐏 )
  10. Nils Reich, Wavelet compression of anisotropic integrodifferential operators on sparse tensor product spaces

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