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

2014/12/22 by А. В. Лебедев, Lebedev, Andrei, П. П. Забрейко +2
Economics, Econometrics and Finance · #46A22 #46B10 #46B20 #46B99 #91B25 #FOS: Economics and business #Mathematical Finance (q-fin.MF) #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.1412.7058

openalex publication_date 2014/12/22 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In the article a strenthened version of the 'Fundamental Theorem of asset\nPricing' for one-period market model is proven. The principal role in this\nresult play total and nonanihilating cones.\n

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