Fundamental theorem of asset pricing: a strengthened version and $p$-summable markets

Autor:	Lebedev, Andrei, Zabreiko, Petr
Rok vydání:	2014
Předmět:	Quantitative Finance - Mathematical Finance 91B25 46A22 46B10 46B20 46B99
Druh dokumentu:	Working Paper
Popis:	In the article a strenthened version of the 'Fundamental Theorem of asset Pricing' for one-period market model is proven. The principal role in this result play total and nonanihilating cones. Comment: 10 pages, 1 figure. arXiv admin note: substantial text overlap with arXiv:1410.4807
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1412.7058 Zobrazit plný text záznamu View this record from Arxiv