A GENERAL VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING

被引：845

作者：

DELBAEN, F ^{[1
]}

SCHACHERMAYER, W ^{[1
]}

机构：

[1] UNIV WIEN,INST STAT,A-1210 VIENNA,AUSTRIA

来源：

MATHEMATISCHE ANNALEN | 1994年 / 300卷 / 03期

关键词：

D O I：

10.1007/BF01450498

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

[No abstract available]

引用

页码：463 / 520

页数：58

共 50 条

[1] The second fundamental theorem of asset pricing
Jarrow, RA
Jin, X
Madan, DB
[J]. MATHEMATICAL FINANCE, 1999, 9 (03) : 255 - 273
[2] THE THIRD FUNDAMENTAL THEOREM OF ASSET PRICING
Jarrow, Robert
[J]. ANNALS OF FINANCIAL ECONOMICS, 2012, 7 (02)
[3] FUNDAMENTAL THEOREM OF ASSET PRICING: A STRENGTHENED VERSION AND A MARTINGALE MEASURE SEARCH AREA
Lebedev, Andrei, V
Romashchenko, Galina S.
Zabreiko, Petr P.
[J]. DOKLADY NATSIONALNOI AKADEMII NAUK BELARUSI, 2022, 66 (02): : 135 - 140
[4] A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM
Acciaio, B.
Beiglboeck, M.
Penkner, F.
Schachermayer, W.
[J]. MATHEMATICAL FINANCE, 2016, 26 (02) : 233 - 251
[5] The fundamental theorem of asset pricing with cone constraints
Pham, H
Touzi, N
[J]. JOURNAL OF MATHEMATICAL ECONOMICS, 1999, 31 (02) : 265 - 279
[6] Two versions of the fundamental theorem of asset pricing
Berti, Patrizia
Pratelli, Luca
Rigo, Pietro
[J]. ELECTRONIC JOURNAL OF PROBABILITY, 2015, 20 : 1 - 21
[7] A fundamental theorem of asset pricing for large financial, markets
Klein, I
[J]. MATHEMATICAL FINANCE, 2000, 10 (04) : 443 - 458
[8] The fundamental theorem of asset pricing for unbounded stochastic processes
Delbaen, F
Schachermayer, W
[J]. MATHEMATISCHE ANNALEN, 1998, 312 (02) : 215 - 250
[9] Risky arbitrage and the first fundamental theorem of asset pricing
Mao, Er-Wan
Song, Feng-Ming
[J]. Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice, 2001, 21 (11):
[10] Infinitely Many Securities and the Fundamental Theorem of Asset Pricing
Alejandro Balbás
Anna Downarowicz
[J]. Mediterranean Journal of Mathematics, 2007, 4 : 321 - 341

← 1 2 3 4 5 →