Infinitely many securities and the fundamental theorem of asset pricing

DOI10.1007/s00009-007-0121-2zbMath1173.91376OpenAlexW2007312598MaRDI QIDQ2462246

Anna Downarowicz, Alejandro Balbas

Publication date: 26 November 2007

Published in: Mediterranean Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10016/12972

zbMATH Keywords

martingale measurearbitrageprojective systeminfinitely many securities

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) Set functions and measures on topological spaces (regularity of measures, etc.) (28C15)

Related Items (3)

Maximizing expected utility in the arbitrage pricing model ⋮ Large Financial Markets, Discounting, and No Asymptotic Arbitrage ⋮ Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension

This page was built for publication: Infinitely many securities and the fundamental theorem of asset pricing