A note on extremality and completeness in financial markets with infinitely many risky assets (Q2504936): Difference between revisions
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Revision as of 13:07, 20 February 2024
scientific article
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| English | A note on extremality and completeness in financial markets with infinitely many risky assets |
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A note on extremality and completeness in financial markets with infinitely many risky assets (English)
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1 February 2007
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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.
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Artzner-Heath market
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extremality of equivalent martingale measures
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locally convex spaces
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weak topology
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