Arbitrage and state price deflators in a general intertemporal framework
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Publication:2571924
DOI10.1016/j.jmateco.2004.06.001zbMath1136.91446OpenAlexW3125379387MaRDI QIDQ2571924
Clotilde Napp, Elyès Jouini, Walter Schachermayer
Publication date: 14 November 2005
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: http://halshs.archives-ouvertes.fr/halshs-00151526/en/
ArbitrageFree lunchFundamental theorem of asset pricingInvestment opportunitiesState price deflators
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