CORRIGENDUM: “PRICING AND VALUATION UNDER THE REAL-WORLD MEASURE”

DOI10.1142/S0219024918920012zbMath1395.91403MaRDI QIDQ4571704

Gabriel Frahm

Publication date: 29 June 2018

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

zbMATH Keywords

third fundamental theorem of asset pricing

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Portfolio theory (91G10)

Related Items (1)

THE FUNDAMENTAL THEOREMS OF ASSET PRICING AND THE CLOSED-END FUND PUZZLE

Cites Work

• The Banach space of workable contingent claims in arbitrage theory
• The fundamental theorem of asset pricing for unbounded stochastic processes
• PRICING AND VALUATION UNDER THE REAL-WORLD MEASURE
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