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

2012/06/21 by Tom Fischer, Fischer, Tom
Economics, Econometrics and Finance · #FOS: Economics and business #Pricing of Securities (q-fin.PR) #q-fin.PR

paper · pdf · doi:10.48550/arxiv.1206.4917

arxiv created 2012/06/21 · arxiv updated 2012/06/22

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.

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