The Dalang-Morton-Willinger theorem under cone constraints. (Q1394998)
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scientific article; zbMATH DE number 1934831
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Dalang-Morton-Willinger theorem under cone constraints. |
scientific article; zbMATH DE number 1934831 |
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The Dalang-Morton-Willinger theorem under cone constraints. (English)
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25 June 2003
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Cone constraints
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Dalang--Morton--Willinger theorem
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Arbitrage
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Short sale constraints
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