A note on the condition of no unbounded profit with bounded risk
作者： Koichiro Takaoka , Martin Schweizer
DOI: 10.1007/S00780-014-0229-8
关键词: Mathematical finance 、 Mathematical economics 、 Fundamental theorem of asset pricing 、 Numéraire 、 Corollary 、 Profit (economics) 、 Semimartingale 、 Mathematics 、 Bounded function
摘要: … -time finite-state stochastic models of financial markets, that the … of the theorem involve stochastic calculus as well since it is … We also assume càdlàg versions for all vector stochastic …
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