A shorter proof of Lemma A.6 (arXiv:1005.0768)

Tom Fischer

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Abstract: For the convenience of readers of the article {\em No-arbitrage pricing under systemic risk: accounting for cross-ownership} (Fischer, 2012, arXiv:1005.0768), a full proof of Lemma A.5 and a shorter proof of Lemma A.6 of that paper are provided.

Date: 2012-06
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