A General Version of the Fundamental Theorem of Asset Pricing (1994)

2008 ◽  
pp. 149-205 ◽  
Author(s):  
Freddy Delbaen ◽  
Walter Schachermayer
Keyword(s):  
Asset Pricing ◽  
Fundamental Theorem ◽  
General Version

A general version of the fundamental theorem of asset pricing

1994 ◽  
Vol 300 (1) ◽  
pp. 463-520 ◽  
Author(s):  
Freddy Delbaen ◽  
Walter Schachermayer
Keyword(s):  
Asset Pricing ◽  
Fundamental Theorem ◽  
General Version

scholarly journals The Fundamental Theorem of Asset Pricing Under Transaction Costs

2011 ◽  
Author(s):  
Paolo Guasoni ◽  
Emmanuel Lepinette-Denis ◽  
Miklos Rasonyi
Keyword(s):  
Asset Pricing ◽  
Transaction Costs ◽  
Fundamental Theorem

scholarly journals On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang-Bang No-Arbitrage Criteria

2004 ◽  
Vol 14 (2) ◽  
pp. 201-221 ◽  
Author(s):  
Igor V. Evstigneev ◽  
Klaus Schurger ◽  
Michael I. Taksar
Keyword(s):  
Asset Pricing ◽  
Fundamental Theorem ◽  
No Arbitrage

Fundamental Theorem of Asset Pricing

2020 ◽  
pp. 135-146
Author(s):  
Pablo Koch-Medina ◽  
Cosimo Munari
Keyword(s):  
Asset Pricing ◽  
Fundamental Theorem

The fundamental theorem of asset pricing for continuous processes under small transaction costs

2008 ◽  
Vol 6 (2) ◽  
pp. 157-191 ◽  
Author(s):  
Paolo Guasoni ◽  
Miklós Rásonyi ◽  
Walter Schachermayer
Keyword(s):  
Asset Pricing ◽  
Transaction Costs ◽  
Fundamental Theorem ◽  
Continuous Processes

CORRIGENDUM: “PRICING AND VALUATION UNDER THE REAL-WORLD MEASURE”

2018 ◽  
Vol 21 (04) ◽  
pp. 1892001 ◽  
Author(s):  
GABRIEL FRAHM
Keyword(s):  
Banach Space ◽  
Asset Pricing ◽  
Financial Markets ◽  
Real World ◽  
Fundamental Theorem ◽  
Contingent Claims ◽  
Henri Poincaré ◽  
The Real ◽  
The Third ◽  
Price Process

In order to prove the third fundamental theorem of asset pricing for financial markets with infinite lifetime [G. Frahm (2016) Pricing and valuation under the real-world measure, International Journal of Theoretical and Applied Finance 19, 1650006], we shall assume that the discounted price process is locally bounded. Otherwise, some principal results developed by [F. Delbaen & W. Schachermayer (1997) The Banach space of workable contingent claims in arbitrage theory, Annales de l’Institut Henri Poincaré 1, 114–144] cannot be applied.

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