The fundamental theorem of asset pricing with cone constraints
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Publication:1300412
DOI10.1016/S0304-4068(97)00059-1zbMath0937.91064OpenAlexW2084048281WikidataQ126634331 ScholiaQ126634331MaRDI QIDQ1300412
Publication date: 10 May 2000
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4068(97)00059-1
Microeconomic theory (price theory and economic markets) (91B24) Portfolio theory (91G10) Actuarial science and mathematical finance (91G99)
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