Option spanning beyond \(L_p\)-models
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Publication:1679558
DOI10.1007/s11579-017-0185-0zbMath1415.91281arXiv1603.01288OpenAlexW2962835645MaRDI QIDQ1679558
Publication date: 9 November 2017
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1603.01288
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The countable sup property for lattices of continuous functions, Smallest order closed sublattices and option spanning, Fundamental theorem of asset pricing with acceptable risk in markets with frictions, Separability Versus Robustness of Orlicz Spaces: Financial and Economic Perspectives
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