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      No arbitrage of the first kind and local martingale numéraires

      Author(s): , ,
      Publication date (Electronic):
      Journal: Finance and Stochastics
      Publisher: Springer Nature

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          A general version of the fundamental theorem of asset pricing

          Freddy Delbaen, Walter Schachermayer (1994)
          Article 0 comments Cited 274 times – based on 0 reviews     Review now
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            The fundamental theorem of asset pricing for unbounded stochastic processes

            F. Delbaen, W. Schachermayer (1998)
            Article 0 comments Cited 99 times – based on 0 reviews     Review now
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              The numéraire portfolio in semimartingale financial models

              Ioannis Karatzas, Constantinos Kardaras (2007)
              Article 0 comments Cited 89 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: Finance and Stochastics
                Abbreviated Title: Finance Stoch
                Publisher: Springer Nature
                ISSN (Print): 0949-2984
                ISSN (Electronic): 1432-1122
                Publication date Created: October 2016
                Publication date (Electronic): September 21 2016
                Publication date (Print): October 2016
                Volume: 20
                Issue: 4
                Pages: 1097-1108
                Article
                DOI: 10.1007/s00780-016-0310-6
                SO-VID: 2065fc75-3fdb-4546-b8ed-801ecdebd9a2
                Copyright © © 2016
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                http://www.springer.com/tdm

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