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  • 标题:On the Order Form of the Fundamental Theorems of Asset Pricing
  • 本地全文:下载
  • 作者:Christos E. Kountzakis
  • 期刊名称:Journal of Mathematical Finance
  • 印刷版ISSN:2162-2434
  • 电子版ISSN:2162-2442
  • 出版年度:2014
  • 卷号:04
  • 期号:04
  • 页码:221-233
  • DOI:10.4236/jmf.2014.44019
  • 语种:English
  • 出版社:Scientific Research Publishing
  • 摘要:In this article, we provide an order-form of the First and the Second Fundamental Theorem of Asset Pricing both in the one-period market model for a finite and infinite state-space and in the case of multi-period model for a finite state-space and a finite time-horizon. The space of the financial positions is supposed to be a Banach lattice. We also prove relevant results in the case where the space of the financial positions is not ordered by a lattice cone.
  • 关键词:Strictly Positive Extension; Positive Projection; Sublattice; Complete Market; Incomplete Market
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