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A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time

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Author Info
Schachermayer, W.
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File URL: http://www.sciencedirect.com/science/article/B6V8N-458232H-2/2/a87ad374be10099f2436832f103892f8
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Article provided by Elsevier in its journal Insurance: Mathematics and Economics.

Volume (Year): 11 (1992)
Issue (Month): 4 (December)
Pages: 249-257
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Handle: RePEc:eee:insuma:v:11:y:1992:i:4:p:249-257

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Web page: http://www.elsevier.com/locate/inca/505554

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  1. Saul Jacka & Abdelkarem Berkaoui & Jon Warren, 2008. "No arbitrage and closure results for trading cones with transaction costs," Finance and Stochastics, Springer, vol. 12(4), pages 583-600, October. [Downloadable!] (restricted)
  2. Tak Siu & John Lau & Hailiang Yang, 2007. "On Valuing Participating Life Insurance Contracts with Conditional Heteroscedasticity," Asia-Pacific Financial Markets, Springer, vol. 14(3), pages 255-275, September. [Downloadable!] (restricted)
  3. Klaus Schuerger, 1994. "On the existence of equivalent tau-measures in finite discrete time," Discussion Paper Serie B 297, to appear: Stochasti, University of Bonn, Germany. [Downloadable!]
  4. Alejandro Balbas & Anna Downarowicz, 2004. "Infinitely many securities and the fundamental theorem of asset pricing," Business Economics Working Papers wb043513, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
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