A Non-commutative Version of the Fundamental Theorem of Asset Pricing
Quantum Physics
2007-05-23 v2 Functional Analysis
Probability
Abstract
In this note, a non-commutative analogue of the fundamental theorem of asset pricing in mathematical finance is proved.
Keywords
Cite
@article{arxiv.quant-ph/0112159,
title = {A Non-commutative Version of the Fundamental Theorem of Asset Pricing},
author = {Zeqian Chen},
journal= {arXiv preprint arXiv:quant-ph/0112159},
year = {2007}
}
Comments
Latex, 8 pages; submitted to Acta Math.Sci