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}
Berti P., Pratelli L., Rigo P. (2015). Two versions of the fundamental theorem of asset pricing. ELECTRONIC JOURNAL OF PROBABILITY, 20, 1-21 [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:
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