A Non-commutative Version of the Fundamental Theorem of Asset Pricing

2001/12/26 by Zeqian Chen, Chen, Zeqian
Mathematics · Physics and Astronomy · #FOS: Mathematics #FOS: Physical sciences #Functional Analysis (math.FA) #Probability (math.PR) #Quantum Physics (quant-ph) #math.FA #math.PR #quant-ph

paper · pdf · doi:10.48550/arxiv.quant-ph/0112159

Latex, 8 pages; submitted to Acta Math.Sci

arxiv created 2002/08/06 · arxiv updated 2009/11/30

Abstract

In this note, a non-commutative analogue of the fundamental theorem of asset pricing in mathematical finance is proved.

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