A note on extremality and completeness in financial markets with infinitely many risky assets (Q2504936): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 02:54, 3 February 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
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
