The Fundamental Theorem of Asset Pricingfor Unbounded Stochastic Processes (1998)

Freddy Delbaen () and Walter Schachermayer ()
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Freddy Delbaen: ETH Zürich
Walter Schachermayer: Technische Universität Wien

Chapter 14 in The Mathematics of Arbitrage, 2006, pp 279-317 from Springer

Abstract: The topic of the present paper is the statement and proof of the subsequent Fundamental Theorem of Asset Pricing in a general version for not necessarily locally bounded semi-martingales

Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprfcp:978-3-540-31299-4_14

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DOI: 10.1007/978-3-540-31299-4_14

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