The Dalang-Morton-Willinger theorem under cone constraints
Year of publication: |
2003
|
---|---|
Authors: | Napp, Clotilde |
Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 39.2003, 1/2, p. 111-126
|
Subject: | Arbitrage Pricing | Arbitrage pricing | Martingal | Martingale |
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