On ‘A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing’

DOI10.1080/17442508.2014.899601zbMath1338.91167OpenAlexW2091092211MaRDI QIDQ2811121

Bernard Wong

Publication date: 10 June 2016

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2014.899601

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales with continuous parameter (60G44) Financial applications of other theories (91G80) Stochastic integrals (60H05)

Cites Work

• The fundamental theorem of asset pricing for unbounded stochastic processes
• A general version of the fundamental theorem of asset pricing