Price operators analysis in \(L_p\)-spaces

DOI10.1007/s10440-005-9007-0zbMath1113.91017OpenAlexW1995639701MaRDI QIDQ2492715

Giulia Di Nunno, Sergio A. Albeverio, Yu. A. Rozanov

Publication date: 14 June 2006

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10440-005-9007-0

zbMATH Keywords

asset pricingHahn-Banach extension theoremKönig sandwich theoremmonotone linear operatorsfundamental theorem of asset pricingrisk-neutral probability measureprice characterization

Mathematics Subject Classification ID

Related Items (4)

Dynamic no-good-deal pricing measures and extension theorems for linear operators on \(L^\infty\) ⋮ Fully-Dynamic Risk-Indifference Pricing and No-Good-Deal Bounds ⋮ LOWER AND UPPER BOUNDS OF MARTINGALE MEASURE DENSITIES IN CONTINUOUS TIME MARKETS ⋮ A comparison of two no-arbitrage conditions

Cites Work

• Arbitrage and equilibrium in economies with infinitely many commodities
• A general version of the fundamental theorem of asset pricing
• On multi-period market extension with the uniformly equivalent martingale measure
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