Yan theorem in \(L^{\infty}\) with applications to asset pricing
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Publication:2480082
DOI10.1007/s10255-007-0394zbMath1133.91408OpenAlexW2102316509MaRDI QIDQ2480082
Publication date: 31 March 2008
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-007-0394
Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales with continuous parameter (60G44) Auctions, bargaining, bidding and selling, and other market models (91B26)
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Fundamental theorem of asset pricing with acceptable risk in markets with frictions, No-arbitrage concepts in topological vector lattices, A unifying view on some problems in probability and statistics
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