The Dalang-Morton-Willinger theorem under cone constraints. (Q1394998): Difference between revisions

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+Equivalent martingale measures and no-arbitrage in stochastic securities market models
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+Martingales and stochastic integrals in the theory of continuous trading
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+Local martingales and the fundamental asset pricing theorems in the discrete-time case
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+Martingales and arbitage in securities markets with transaction costs
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+ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS
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+Pricing issues with investment flows. Applications to market models with frictions
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+The fundamental theorem of asset pricing with cone constraints
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+Equivalent martingale measures and no-arbitrage
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