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

DOI10.1080/17442508.2014.899601zbMATH Open1338.91167OpenAlexW2091092211MaRDI QIDQ2811121FDOQ2811121

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)

Cites Work

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

Cited In (3)

• A NOTE ON ARBITRAGE AND CLOSED CONVEX CONES
• Title not available (Why is that?)
• A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage

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