On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria

DOI10.1111/j.0960-1627.2004.00189.xzbMath1137.91443MaRDI QIDQ4827311

Michael I. Taksar, Igor V. Evstigneev, Klaus Schürger

Publication date: 16 November 2004

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/22845

Mathematics Subject Classification ID

91B24: Microeconomic theory (price theory and economic markets)

93E20: Optimal stochastic control

60A10: Probabilistic measure theory

91G99: Actuarial science and mathematical finance

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Cites Work

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