Fundamental theorem of asset pricing: a strengthened version and $p$-summable markets

Andrei Lebedev and Petr Zabreiko

Papers from arXiv.org

Abstract: In the article a strenthened version of the 'Fundamental Theorem of asset Pricing' for one-period market model is proven. The principal role in this result play total and nonanihilating cones.

Date: 2014-12
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