The Kreps-Yan Theorem

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

Chapter 5 in The Mathematics of Arbitrage, 2006, pp 71-83 from Springer

Abstract: Let us turn back to the no-arbitrage theory developed in Chap. 2 to raise again the question: what can we deduce from applying the no-arbitrage principle with respect to pricing and hedging of derivative securities?

Date: 2006
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DOI: 10.1007/978-3-540-31299-4_5

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