Second Fundamental Theorem of Asset Pricing-Reference-Cited by-同舟云学术

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Second Fundamental Theorem of Asset Pricing

Published:2010-05-15 Issue: Volume: Page:
ISSN:
Container-title:Encyclopedia of Quantitative Finance
language:
Short-container-title:

Author:

Biagini Francesca

Publisher

John Wiley & Sons, Ltd

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/9780470061602.eqf04008/fullpdf

Reference25 articles.

1. The role of securities in the optimal allocation of risk-bearing;Arrow;Review of Economics Studies,1964

2. Approximate completeness with multiple martingale measures;Artzner;Mathematical Finance,1995

3. Completeness of securities market models-an operator point of view;Bättig;The Annals of Applied Probability,1999

4. The second fundamental theorem of asset pricing: a new approach;Bättig;The Review of Financial Studies,1999

5. Towards a general theory of bond markets;Björk;Finance and Stochastics,1997

Cited by 7 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. ARBITRAGE PRICING THEORY IN ERGODIC MARKETS;International Journal of Theoretical and Applied Finance;2018-08

2. Robust Optimization of Credit Portfolios;Mathematics of Operations Research;2017-01

3. Arbitrage Pricing Theory in Ergodic Markets;SSRN Electronic Journal;2017

4. PRICING AND VALUATION UNDER THE REAL-WORLD MEASURE;International Journal of Theoretical and Applied Finance;2016-02

5. Systemic Influences on Optimal Equity-Credit Investment;SSRN Electronic Journal;2015

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