Price uniqueness and fundamental theorem of asset pricing with finitely additive probabilities-Reference-Cited by-同舟云学术

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Price uniqueness and fundamental theorem of asset pricing with finitely additive probabilities

Published:2013-02-27 Issue:1 Volume:86 Page:135-146
ISSN:1744-2508
Container-title:Stochastics
language:en
Short-container-title:Stochastics

Author:

Berti Patrizia¹,Pratelli Luca²,Rigo Pietro³

Affiliation:

1. Dipartimento di Matematica Pura ed Applicata “G. Vitali”, Universita' di Modena e Reggio-Emilia, Via Campi 213/B, 41100, Modena, Italy

2. Accademia Navale, Viale Italia 72, 57100, Livorno, Italy

3. Dipartimento di Matematica “F. Casorati”, Universita' di Pavia, Via Ferrata 1, 27100, Pavia, Italy

Publisher

Informa UK Limited

Subject

Modelling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442508.2013.763808

Reference13 articles.

1. On the fundamental theorem of asset pricing with an infinite state space

2. Convergence in distribution of nonmeasurable random elements

3. Equivalent martingale measures and no-arbitrage in stochastic securities market models

4. A general version of the fundamental theorem of asset pricing

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Two versions of the fundamental theorem of asset pricing;Electronic Journal of Probability;2015-01-01

2. A unifying view on some problems in probability and statistics;Statistical Methods & Applications;2014-07-01

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