Semilattices, canonical embeddings and representing measures
DOI10.1142/S0219024905003074zbMATH Open1442.28002arXiv1006.2260OpenAlexW2902248420WikidataQ127374329 ScholiaQ127374329MaRDI QIDQ777918FDOQ777918
Publication date: 8 July 2020
Published in: Decisions in Economics and Finance, International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1006.2260
latticemartingalesfundamental theorem of asset pricingarbitragefinitely additive measuresBubblesextension of measuresmodular set functionsnon-additive integral
Classes of sets (Borel fields, (sigma)-rings, etc.), measurable sets, Suslin sets, analytic sets (28A05) Foundations of stochastic processes (60G05)
Cites Work
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Cited In (12)
- Erratum to: Asset price bubbles from heterogeneous beliefs about mean reversion rates
- WEAK AND STRONG NO-ARBITRAGE CONDITIONS FOR CONTINUOUS FINANCIAL MARKETS
- Asset bubbles and efficiency in a generalized two-sector model
- Title not available (Why is that?)
- On the positive fundamental value of money with short-sale constraints
- Embedding semilattices of subspaces of vector spaces
- Comment on: ``Asset bubbles and talent misallocation
- A special issue on the mathematics of subjective probability
- Rational equilibrium asset-pricing bubbles in continuous trading models
- ASSET PRICING WITH NO EXOGENOUS PROBABILITY MEASURE
- On the Robustness of Bubbles in Linear RE Models
- A simple mechanism for financial bubbles: time-varying momentum horizon
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