Let $L$ be a convex cone of real random variables on the probability space $(Omega,mathcal{A},P_0)$. The existence of a probability $P$ on $mathcal{A}$ such that egin{equation*} Psim P_0,quad E_Pabs{X}
Two versions of the fundamental theorem of asset pricing / Berti P.; Pratelli L.; Rigo P.. - In: ELECTRONIC JOURNAL OF PROBABILITY. - ISSN 1083-6489. - ELETTRONICO. - 20:(2015), pp. 34.1-34.21. [10.1214/EJP.v20-3321]
Two versions of the fundamental theorem of asset pricing
Rigo P.
2015
Abstract
Let $L$ be a convex cone of real random variables on the probability space $(Omega,mathcal{A},P_0)$. The existence of a probability $P$ on $mathcal{A}$ such that egin{equation*} Psim P_0,quad E_Pabs{X}File in questo prodotto:
Eventuali allegati, non sono esposti
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
