Option spanning beyond $$L_p$$ L p -models-Reference-Cited by-同舟云学术

Option spanning beyond $$L_p$$ L p -models

Published:2017-02-15 Issue:3 Volume:11 Page:383-391
ISSN:1862-9679
Container-title:Mathematics and Financial Economics
language:en
Short-container-title:Math Finan Econ

Author:

Gao N.,Xanthos F.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Finance,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s11579-017-0185-0.pdf

Reference32 articles.

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2. Aliprantis, C.D., Burkinshaw, O.: Locally Solid Riesz Spaces with Applications to Economics, Mathematical Surveys and Monographs No. 105. American Mathematical Society, Providence (2003)

3. Aliprantis, C.D., Burkinshaw, O.: Positive Operators. Springer, Berlin (2006)

4. Aliprantis, C.D., Border, K.C.: Infinite Dimensional Analysis, 3rd edn. Springer, Berlin (2007)

5. Biagini, S., Frittelli, M.: A unified framework for utility maximization problems: an Orlicz space approach. Ann. Appl. Probab. 18(3), 929–966 (2008)

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