A New Perspective on the Fundamental Theorem of Asset Pricing for Large Financial Markets

DOI10.1137/S0040585X97T987879zbMath1352.91035arXiv1412.7562MaRDI QIDQ3178725

Christa Cuchiero, Josef Teichmann, Irene Klein

Publication date: 7 December 2016

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.7562

zbMATH Keywords

fundamental theorem of asset pricingEmery topologylarge financial marketsno free lunch with vanishing risk (NFLVR) conditionpredictable uniform tightness (P-UT) property

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Generalizations of martingales (60G48) Actuarial science and mathematical finance (91G99)

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Cites Work

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• Arbitrage and equilibrium in economies with infinitely many commodities
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• A Fundamental Theorem of Asset Pricing for Large Financial Markets
• [https://portal.mardi4nfdi.de/wiki/Publication:4194221 Espaces de semi martingales et changement de probabilit�]
• No Arbitrage Theory for Bond Markets
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