A NOTE ON ARBITRAGE AND CLOSED CONVEX CONES

DOI10.1111/J.0960-1627.2005.00215.XzbMath1132.91479OpenAlexW2158155270MaRDI QIDQ5464340

Walter Schachermayer

Publication date: 17 August 2005

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.0960-1627.2005.00215.x

zbMATH Keywords

fundamental theorem on asset pricing

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02)

Cites Work

• Unnamed Item
• Arbitrage and equilibrium in economies with infinitely many commodities
• Martingales and stochastic integrals in the theory of continuous trading
• The fundamental theorem of asset pricing for unbounded stochastic processes

This page was built for publication: A NOTE ON ARBITRAGE AND CLOSED CONVEX CONES