A general version of the fundamental theorem of asset pricing

Author:

Delbaen Freddy,Schachermayer Walter

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics

Reference49 articles.

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2. Ansel, J.P., Stricker, C. (1993): Lois de martingale, densit�s et d�composition de F�llmer-Schweizer. Ann. Inst. Henri Poincar�28, 375?392

3. Artzner, Ph., Heath, D. (1990): Completeness and non unique pricing. Strasborg: Universit� Louis Pasteur (Preprint)

4. Back, K., Pliska, S. (1991): On the fundamental theorem of asset pricing with an infinite state space. J. Math. Econ.20, 1?18

5. Banach, S. (1932): Th�orie des op�rations lin�aires. Monogr. Mat., Warsawa 1. Reprint by Chelsea Scientific Books (1963)

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