Fundamental theorem of asset pricing: a strengthened version and p-summable markets
Andrei LebedevPetr Zabreiko
所有作者
Andrei LebedevPetr Zabreiko
文献摘要
In the article a strenthened version of the ‘Fundamental Theorem of asset
Pricing’ for one-period market model is proven. The principal role in this
result play total and nonanihilating cones.