A note on extremality and completeness in financial markets with infinitely many risky assets
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Publication:2504936
zbMath1103.91033MaRDI QIDQ2504936
Publication date: 1 February 2007
Published in: Rendiconti del Seminario Matematico della Università di Padova (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/108643
weak topology; locally convex spaces; Artzner-Heath market; extremality of equivalent martingale measures
91G80: Financial applications of other theories
46N10: Applications of functional analysis in optimization, convex analysis, mathematical programming, economics
Cites Work
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