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

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Author Info
Back, Kerry
Pliska, Stanley R.
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File URL: http://www.sciencedirect.com/science/article/B6VBY-45829DB-18/2/93be31fee3c9e117d77488f4e8c1705e
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Publisher Info
Article provided by Elsevier in its journal Journal of Mathematical Economics.

Volume (Year): 20 (1991)
Issue (Month): 1 ()
Pages: 1-18
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Handle: RePEc:eee:mateco:v:20:y:1991:i:1:p:1-18

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  1. Löffler, Andreas, 2003. "Das Standardmodell unter Unsicherheit ist ökonomisch unsinnig," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-274, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
  2. Frank Milne & Dilip Madan, 1994. "Contingent Claims Valued And Hedged By Pricing And Investing In A Basis," Working Papers 1158, Queen's University, Department of Economics. [Downloadable!]
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  3. Stephen LeRoy, 2001. "Infinite Portfolios," University of California at Santa Barbara, Economics Working Paper Series wp8-01, Department of Economics, UC Santa Barbara. [Downloadable!]
  4. 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)
  5. 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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This page was last updated on 2009-12-3.


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