Arbitrage Opportunities and the First Fundamental Theorem of Asset Pricing in an Infinite Market

Author:

Abad Pharos

Publisher

Elsevier BV

Reference11 articles.

1. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets;Gary Chamberlain;Econometrica,1983

2. A General Version of the Fundamental Theorem of Asset Pricing;Freddy Delbaen;Mathematische Annalen,1994

3. Arbitrage;Philip H Dybvig;article?id=pde1987_X000077. The New Palgrave Dictionary of Economics,1987

4. Martingales and Arbitrage in Multiperiod Securities Markets;J Harrison;Journal of Economic Theory,1979

5. Martingales and Stochastic Integrals in the Theory of Continuous Trading;J Harrison;Stochastic Processes and their Applications,1981

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