Price operators analysis in \(L_p\)-spaces
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Publication:2492715
DOI10.1007/s10440-005-9007-0zbMath1113.91017MaRDI QIDQ2492715
Yu. A. Rozanov, Giulia Di Nunno, Sergio A. Albeverio
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 pricing; Hahn-Banach extension theorem; König sandwich theorem; monotone linear operators; fundamental theorem of asset pricing; risk-neutral probability measure; price characterization
91B70: Stochastic models in economics