scientific article; zbMATH DE number 6169020

zbMATH Open1264.91062MaRDI QIDQ4924345FDOQ4924345

Authors: Cherng-tiao Perng 

Publication date: 31 May 2013

Full work available at URL: http://www.m-hikari.com/ams/ams-2012/ams-69-72-2012/index.html

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zbMATH Keywords

fundamental theorem of asset pricingStiemke's theorembasic linear algebra

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Linear inequalities of matrices (15A39)

Cited In (3)

• A computational approach to the fundamental theorem of asset pricing in a single-period market
• A Simple Counterexample to Several Problems in the Theory of Asset Pricing
• A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time

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