Price operators analysis in \(L_p\)-spaces
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Publication:2492715
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
asset pricingHahn-Banach extension theoremKönig sandwich theoremmonotone linear operatorsfundamental theorem of asset pricingrisk-neutral probability measureprice characterization
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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
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