Arbitrage and state price deflators in a general intertemporal framework

DOI10.1016/j.jmateco.2004.06.001zbMath1136.91446OpenAlexW3125379387MaRDI QIDQ2571924

Clotilde Napp, Elyès Jouini, Walter Schachermayer

Publication date: 14 November 2005

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: http://halshs.archives-ouvertes.fr/halshs-00151526/en/

zbMATH Keywords

ArbitrageFree lunchFundamental theorem of asset pricingInvestment opportunitiesState price deflators

Mathematics Subject Classification ID

Related Items

Option spanning beyond \(L_p\)-models, Dual representation of superhedging costs in illiquid markets, Fundamental theorem of asset pricing with acceptable risk in markets with frictions, Arbitrage and deflators in illiquid markets, Yan theorem in \(L^{\infty}\) with applications to asset pricing, Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs, On equilibrium prices in continuous time, No-arbitrage concepts in topological vector lattices, Model Uncertainty: A Reverse Approach

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