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The fundamental theorem of asset pricing with cone constraints

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  • Pham, Huyen
  • Touzi, Nizar

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  • 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.
    • Handle: RePEc:eee:mateco:v:31:y:1999:i:2:p:265-279
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    References listed on IDEAS

    as
    1. Jouini Elyes & Kallal Hedi, 1995. "Martingales and Arbitrage in Securities Markets with Transaction Costs," Journal of Economic Theory, Elsevier, vol. 66(1), pages 178-197, June.
    2. repec:dau:papers:123456789/5630 is not listed on IDEAS
    3. Clark, Stephen A., 1993. "The valuation problem in arbitrage price theory," Journal of Mathematical Economics, Elsevier, vol. 22(5), pages 463-478.
    4. repec:crs:wpaper:9514 is not listed on IDEAS
    5. Kreps, David M., 1981. "Arbitrage and equilibrium in economies with infinitely many commodities," Journal of Mathematical Economics, Elsevier, vol. 8(1), pages 15-35, March.
    6. repec:crs:wpaper:9513 is not listed on IDEAS
    7. 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.
    8. repec:arz:wpaper:eres1993-121 is not listed on IDEAS
    9. repec:dau:papers:123456789/5647 is not listed on IDEAS
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