The Second Fundamental Theorem of Asset Pricing
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Publication:2757303
DOI10.1111/1467-9965.00070zbMath0991.91035OpenAlexW2012603197MaRDI QIDQ2757303
Xing Jin, Dilip B. Madan, Robert A. Jarrow
Publication date: 26 November 2001
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9965.00070
Applications of statistics to economics (62P20) Microeconomic theory (price theory and economic markets) (91B24) Actuarial science and mathematical finance (91G99)
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A partial introduction to financial asset pricing theory. ⋮ A note on spanning with options ⋮ Spanning with indexes ⋮ Sufficient Poisson jump diffusion market models revisited ⋮ Linear and nonlinear price decentralization ⋮ A Lévy process for the GNIG probability law with 2nd order stochastic volatility and applications to option pricing ⋮ Options and efficiency in spaces of bounded claims ⋮ A note on extremality and completeness in financial markets with infinitely many risky assets ⋮ Option spanning with exogenous information structure ⋮ Semi-nonparametric approximation and index options ⋮ Market completeness: A return to order
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