arXiv (All)
open access
Fundamental Theorem of Discrete Asset Pricing
Motivated by discrete price quotes in continuous time, we seek a fundamental theorem based on no arbitrage rather than a condition on limiting trading opportunities. We consider a vector of discounted prices taking values in a locally finite subset of $R^d$ in continuous time. For a locally bounded
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- A zero-one law for improvements to Dirichlet's theorem in arbitrary dimension#1187318
- Random valuations#1083171
- A Dynamic Theory of Random Price Discounts#1000661
- Adaptive singular-point method for pricing and hedging surrenderable equity-linked contracts#821271
- Equilibrium prices under hidden Markov fundamentals#1036075
Record · ID 1356778
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive