Bion-Nadal, Jocelyne; Nunno, Giulia - In: Finance and Stochastics 17 (2013) 3, pp. 587-613
In an L <Superscript>∞</Superscript>-framework, we present majorant-preserving and sandwich-preserving extension theorems for linear operators. These results are then applied to price systems derived by a reasonable restriction of the class of applicable equivalent martingale measures. Our results prove the existence of...</superscript>