A note on extremality and completeness in financial markets with infinitely many risky assets (Q2504936): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 3 users not shown)
Property / reviewed by
 
Property / reviewed by: Gheorghe Stoica / rank
Normal rank
 
Property / reviewed by
 
Property / reviewed by: Gheorghe Stoica / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: APPROXIMATE COMPLETENESS WITH MULTIPLE MARTINGALE MEASURES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Completeness of securities market models -- an operator point of view / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4451256 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5567468 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On extremal measures and subspace density / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Extremal Measures and Subspace Density. II / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4039882 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Second Fundamental Theorem of Asset Pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hedging contingent claims on semimartingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5790034 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3687213 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3322941 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5516366 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4172714 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 20:08, 24 June 2024

scientific article
Language Label Description Also known as
English
A note on extremality and completeness in financial markets with infinitely many risky assets
scientific article

    Statements

    A note on extremality and completeness in financial markets with infinitely many risky assets (English)
    0 references
    0 references
    1 February 2007
    0 references
    A version of the Douglas-Naimark theorem for a dual system of locally convex spaces (with weak topology) is obtained and, together with the techniques based on extremality of measures, further applied to market completeness in financial markets with infinitely many risky assets.
    0 references
    Artzner-Heath market
    0 references
    extremality of equivalent martingale measures
    0 references
    locally convex spaces
    0 references
    weak topology
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references