On ``A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing

DOI10.1080/17442508.2014.899601MaRDI QIDQ2811121zbMATH OpenOpenAlexFDO

Authors Bernard Wong

Publication date 10 June 2016

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508.2014.899601

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80)

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Cites work

• A general version of the fundamental theorem of asset pricing
• The fundamental theorem of asset pricing for unbounded stochastic processes

Cited in

(4)

• A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing
• A NOTE ON ARBITRAGE AND CLOSED CONVEX CONES
• A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage
• scientific article; zbMATH DE number 1559483 (Why is no real title available?)

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