Projective system approach to the martingale characterization of the absence of arbitrage
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Mathematical Economics.
Volume (Year): 37 (2002)
Issue (Month): 4 (July)
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Web page: http://www.elsevier.com/locate/jmateco
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- Back, Kerry & Pliska, Stanley R., 1991. "On the fundamental theorem of asset pricing with an infinite state space," Journal of Mathematical Economics, Elsevier, vol. 20(1), pages 1-18.
- Schachermayer, W., 1992. "A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time," Insurance: Mathematics and Economics, Elsevier, vol. 11(4), pages 249-257, December.
- J. Jacod & A.N. Shiryaev, 1998. "Local martingales and the fundamental asset pricing theorems in the discrete-time case," Finance and Stochastics, Springer, vol. 2(3), pages 259-273.
- Pham, Huyen & Touzi, Nizar, 1999. "The fundamental theorem of asset pricing with cone constraints," Journal of Mathematical Economics, Elsevier, vol. 31(2), pages 265-279, March.
- W. Schachermayer, 1994. "Martingale Measures For Discrete-Time Processes With Infinite Horizon," Mathematical Finance, Wiley Blackwell, vol. 4(1), pages 25-55.
- Firoozi, Fathali, 2006. "On the martingale property of economic and financial instruments," International Review of Economics & Finance, Elsevier, vol. 15(1), pages 87-96.
- Balbás, Alejandro & Downarowicz, Anna, 2007. "Infinitely many securities and the fundamental theorem of asset pricing," Open Access publications from Universidad Carlos III de Madrid info:hdl:10016/12972, Universidad Carlos III de Madrid.
- Balbás, Alejandro & Balbás, Raquel & Mayoral, Silvia, 2007. "Risk-neutral valuation with infinitely many trading dates," Open Access publications from Universidad Carlos III de Madrid info:hdl:10016/13981, Universidad Carlos III de Madrid.
- 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.
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