A note on extremality and completeness in financial markets with infinitely many risky assets (Q2504936): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: reviewed by (P1447): Item:Q700225 |
||
Property / reviewed by | |||
Property / reviewed by: Gheorghe Stoica / rank | |||
Revision as of 13:07, 20 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