On the law of one price

DOI10.1007/s00780-004-0124-9zbMath1064.60084OpenAlexW2014688403MaRDI QIDQ1776018

Jean-Michel Courtault, Freddy Delbaen, Christophe Stricker, Youri M.Kabanov

Publication date: 20 May 2005

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00780-004-0124-9

zbMATH Keywords

law of one priceCAPMmarket portfolioDalang-Morton-Willinger theoremHarrison-Pliska theorem

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Martingales with continuous parameter (60G44) Portfolio theory (91G10) Actuarial science and mathematical finance (91G99)

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