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A von Neumann-Morgenstern representation result without weak continuity assumption
Delbaen, Freddy; Drapeau, Samuel; Kupper, Michael - In: Journal of mathematical economics 47 (2011) 4/5, pp. 401-408
Persistent link: https://www.econbiz.de/10009422688
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Martingale densities for general asset prices
Schweizer, Martin - In: Journal of mathematical economics 21 (1992) 4, pp. 363-378
Persistent link: https://www.econbiz.de/10001132584
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A von Neumann–Morgenstern representation result without weak continuity assumption
Delbaen, Freddy; Drapeau, Samuel; Kupper, Michael - In: Journal of mathematical economics 47 (2011) 4, pp. 401-409
Persistent link: https://www.econbiz.de/10009806224
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Arbitrage and state price deflators in a general intertemporal framework
Jouini, Elyès; Napp, Clotilde; Schachermayer, Walter - In: Journal of mathematical economics 41 (2005) 6, pp. 722-734
Persistent link: https://www.econbiz.de/10006015331
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Arbitrage and state price deflators in a general intertemporal framework
Jouini, Elyès; Napp, Clotilde; Schachermayer, Walter - In: Journal of mathematical economics 41 (2005) 6, pp. 722-734
Persistent link: https://www.econbiz.de/10003046061