The Dalang-Morton-Willinger theorem under cone constraints.
type: Item
instance of: scholarly article
title: The Dalang-Morton-Willinger theorem under cone constraints.
zbMATH Open document ID: 1042.91031
DOI: 10.1016/S0304-4068(02)00085-X
published in: Journal of Mathematical Economics
publication date: 2003-06-25T00:00:00Z
Mathematics Subject Classification ID: 91B26
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 1934831
zbMATH Keywords: Cone constraints
zbMATH Keywords: Dalang--Morton--Willinger theorem
zbMATH Keywords: Arbitrage
zbMATH Keywords: Short sale constraints
author: Clotilde Napp
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1934831