Fundamental theorem of asset pricing: a strengthened version and $p$-summable markets

Andrei Lebedev; Petr Zabreiko

arxiv: 1412.7058 · v1 · pith:RGJJMAHPnew · submitted 2014-12-22 · 💱 q-fin.MF

Fundamental theorem of asset pricing: a strengthened version and p-summable markets

Andrei Lebedev , Petr Zabreiko This is my paper

classification 💱 q-fin.MF

keywords assetfundamentalpricingtheoremversionarticleconesmarket

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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.

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Fundamental theorem of asset pricing: a strengthened version and p-summable markets

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