Springer Finance - The Mathematics of Arbitrage
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15

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1

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The Kreps-Yan Theorem

Springer Finance - The Mathematics of Arbitrage ◽

10.1007/3-540-31299-4_5 ◽

2006 ◽

pp. 71-83

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Utility Maximisation on Finite Probability Spaces

Springer Finance - The Mathematics of Arbitrage ◽

10.1007/3-540-31299-4_3 ◽

2006 ◽

pp. 33-56

Keyword(s):

Utility Maximisation ◽

Probability Spaces

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The Story in a Nutshell

Springer Finance - The Mathematics of Arbitrage ◽

10.1007/3-540-31299-4_1 ◽

2006 ◽

pp. 3-9

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The Banach Space of Workable Contingent Claims in Arbitrage Theory (1997)

Springer Finance - The Mathematics of Arbitrage ◽

10.1007/3-540-31299-4_13 ◽

2006 ◽

pp. 251-278

Keyword(s):

Banach Space ◽

Contingent Claims

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The Fundamental Theorem of Asset Pricing for Unbounded Stochastic Processes (1998)

Springer Finance - The Mathematics of Arbitrage ◽

10.1007/3-540-31299-4_14 ◽

2006 ◽

pp. 279-317 ◽

Cited By ~ 1

Keyword(s):

Asset Pricing ◽

Stochastic Processes ◽

Fundamental Theorem

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A Simple Counter-Example to Several Problems in the Theory of Asset Pricing (1998)

Springer Finance - The Mathematics of Arbitrage ◽

10.1007/3-540-31299-4_10 ◽

2006 ◽

pp. 207-216

Keyword(s):

Asset Pricing ◽

Counter Example

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Bachelier and Black-Scholes

Springer Finance - The Mathematics of Arbitrage ◽

10.1007/3-540-31299-4_4 ◽

2006 ◽

pp. 57-69 ◽

Cited By ~ 1

Keyword(s):

Black Scholes

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

Springer Finance - The Mathematics of Arbitrage ◽

10.1007/3-540-31299-4_9 ◽

2006 ◽

pp. 149-205 ◽

Cited By ~ 5

Keyword(s):

Asset Pricing ◽

Fundamental Theorem ◽

General Version

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A Primer in Stochastic Integration

Springer Finance - The Mathematics of Arbitrage ◽

10.1007/3-540-31299-4_7 ◽

2006 ◽

pp. 111-128

Keyword(s):

Stochastic Integration

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The Dalang-Morton-Willinger Theorem

Springer Finance - The Mathematics of Arbitrage ◽

10.1007/3-540-31299-4_6 ◽

2006 ◽

pp. 85-109

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