Fundamental theorem of asset pricing: a strengthened version and $p$-summable markets
Mathematical Finance
2014-12-23 v1
Abstract
In the article a strenthened version of the 'Fundamental Theorem of asset Pricing' for one-period market model is proven. The principal role in this result play total and nonanihilating cones.
Keywords
Cite
@article{arxiv.1412.7058,
title = {Fundamental theorem of asset pricing: a strengthened version and $p$-summable markets},
author = {Andrei Lebedev and Petr Zabreiko},
journal= {arXiv preprint arXiv:1412.7058},
year = {2014}
}
Comments
10 pages, 1 figure. arXiv admin note: substantial text overlap with arXiv:1410.4807