A NOTE ON ARBITRAGE AND CLOSED CONVEX CONES
type: Item
instance of: scholarly article
title: A NOTE ON ARBITRAGE AND CLOSED CONVEX CONES
zbMATH Open document ID: 1132.91479
author: Walter Schachermayer
published in: Mathematical Finance
publication date: 2005-08-17T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91-02
zbMATH DE Number: 2195377
zbMATH Keywords: fundamental theorem on asset pricing
MaRDI profile type: Publication
full work available at URL: j.0960-1627.2005.00215.x
OpenAlex ID: W2158155270
cites work: The fundamental theorem of asset pricing for unbounded stochastic processes
cites work: Martingales and stochastic integrals in the theory of continuous trading
cites work: Arbitrage and equilibrium in economies with infinitely many commodities
cites work: Q4301585
DOI: 10.1111/J.0960-1627.2005.00215.X
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description: scientific article; zbMATH DE number 2195377